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I think you need to make a distinction between a change of character and a change of heart. Characters, inherently, don't have changes in character, because they are characters and character is all they have that makes them what they are. If their character changes, they are a different character. 

Maybe real humans have a change of character, since they are flesh and blood and not merely "character". This is debatable. Short of a brain injury, I think most people would argue not. 

But both humans and characters can have a change of heart. A change of heart occurs when a consistent character meets a change in information or circumstances. And it is a virtual necessity that the protagonist of a story will have a change of heart. I think it would be entirely reasonable to define story itself as a structure in which a consistent character has a change of heart. Or, alternatively, does not have a change of heart despite an extreme change in circumstance. 

But for the change of heart to be convincing, the reader will have to feel that the new direction of the heart is consistent with the old character. If the change of heart is not convincing, it is likely for one of two reasons:

1. The reader is not convinced that the original character would have the proposed change of heart in the given circumstances. 

2. The reader accepts that the character could have the change of heart, but is not convinced that the particular circumstances warrant it. 

Those are two sides of the same coin, of course. What you need is congruity between the character established, the change in circumstances, and the change of heart. You can modify one of more of these to bring them into congruence.