I followed the steps mentioned elsewhere to unlock j2ee_admin, and was able to logon using sap* to http://hostname:50200 -> Netweaver administrator -> System Management -> administration -> Identity Management.
However, when I am trying to change the j2ee_admin password, I am getting the error
An error occurred in the persistence. The original message (possibly not translated) was: "Attribute "lockreason" on namespace "com.sap.security.core.usermanagement" of principal "UACC.R3_DATASOURCE.J2EE_ADMIN" is not modifiable.". Contact your system administrator