I've had friends in the same situation, anonymous complaints. Sometimes the only feedback they get from students is things like they should sing in class, show more movies... in other words dance monkey dance. You can't take those seriously.
Sometimes they find out where the complaints came from and it's usually the entitled emperor who never came to class then failed, or the angry resentful kid who hates all foreigners, or the clown who lost face when he was called out for being disruptive and couldn't answer the basic questions behind it. You can't take those complaints seriously either.
Of course, there is the chance there is something genuine in the complaints. I would go to the school with your lesson plans, maybe ask someone in management to sit in on your classes and give feedback, or even record your classes and show whoever is in charge.
If you can't get a straight answer after that then it's not your problem, it's the school that is a joke and you should either just start showing the kids movies or whatever, or look for a better school.
If you are told you have received a complaint, then in China it means one of two things. The first, is that some students have indeed complained. It may be they have complained because you told one of them to behave, not necessarily due to your teaching (like you said you have not changed teaching style). A lot of students, may not be used to being told what to do and so it can make them mad if you tell them off.
The second is that the school is greedy/not getting enough revenue, and so wants to lower your salary, and will offer you the choice to stay with a lower salary, inspite of the complaint. Of course, they know that demand exceeds supply, and however wrong it is, it is the foreign teacher who brings the money in.
A) I suggest you use the "Add Comment" function on people's replies here, not start a new post!
B) your question is "What would you do?" What I would do depends entirely on the fact that I've got the qualifications and experience to not have to pull punches! It's a type of mini-guanxi. I've also got the reputation of being a goodteacher who actually gives a damn about my students. Do you??
And thus, I confront the manager, and demand if they're going to provide this sort of Mickey Mouse BS, I won't just kowtow and go meekly with my head held low. If I'm getting complaints (and trust me, I"m sure I've had them - it happens when you kick students out of class for being very disruptive, or playing on their phones). If they're going to complain about my teaching, give me details, or go shove it up their egotistical "I'm more important than you" arse. Also, if the complaints are only from 1 or 2 students, and they haven't had any support from the other students, again, they need to deal with it!
If, OTOH, it's legitimate, then as you said, you can't do anything to improve without details!!!
Another factor - do you think there is a class management problem going on? These 'complaints' may be coming from the worst or most disruptive of the students? There's an easy solution to this - tell the manager/ HoD that you're here to teach, not babysit. If you have disruptive students in the class, you're going to send them to his office to explain themselves (this includes repeated lack of homework). For this, you will need to be a little "on-side" with said person. Many years ago, I sent 5 (almost) whole classes to the Dean of English to explain why they all hadn't done their homework (bar the... 5-10 students out of 150+ I had).
As I said, if you've built up a "I am a good teacher, who gives a damn about teaching what they need, and about the students' future", they'll be more than likely to listen to you.
If not - find somewhere else to work! (plenty of jobs available - they need you much more than you need them!!!)