They need to give you a key. Do you have anything in your lease agreement that addresses this? Contact a local unlawful detainer attorney. You probably already have one that you use, and ask them for their opinion. They may instruct you to give the tenant a 30 notice to comply with the covenant of the lease (give you a key) or quit.
Any individual seeking legal advice for their own situation should retain their own legal counsel as this response provides information that is general in nature and not specific to any person's unique situation. Circular 230 Disclaimer - Advice given in this response cannot be used to eliminate penalties with the IRS or any other governmental agency.
How did you find out that the tenant changed the locks? Did you attempt to enter without giving notice?
Generally, the lease will say that the landlord is entitled to a copy of the key to the premises. In theory, you could try to evict the tenant for violating a term of the lease, but the term of the lease that is violated must be a "material" (important) term of the lease. If the tenant is promising access upon reasonable notice, then you really have no good cause to evict.
Occasionally, I have advised clients whose landlords have entered without notice to change the locks. I do not think they violate a material term of the lease if they change the locks to prevent trespass, so long as they provide access.