Can power of an electromagnet be changed like frequency of a motor is changed using VFD?
Yes, this is possible, for certain meanings of the word possible.

A VFD would not work. A constant current source would alter the strength of the magnet, and would allow it to pick up varying amounts of material.

Two problems.

a) It would not be easy to calibrate, or be very consistent. You would not be able to say 'X amps will pick up Y kg of material' with any degree of precision. The amount of stuff picked up be a magnet will depend on the configuration of the stuff. If it's a bit closer packed, then you'll be able to pick up a bit more. The best you can say is that generally, a weaker field will tend to pick up less stuff.

b) Where are you going to get one of these from, unless it's sold as the 'field control for a big magnet'? I don't know how much power your magnet dissipates at maximum input, but as you are talking about 2000kg of lift, I suspect a typical off-the-shelf controllable current lab power supply will not cut it. The principle is fairly straightforward, PWM and using the magnet's inductance to smooth out the current. However, it will need to be big enough, and at a reasonable switching frequency for the magnet, unless it's a full-blown buck SMPS in which case the switching frequency is less relevant. 

Find, build or commission a switch-mode current source with enough power to cover your control range, and you're almost done. 

Be aware that a magnet of this size will store a lot of energy, enough to trash an ordinary power supply if you try to turn the current off suddenly, or the input power supply fails! Whatever you use must be designed to handle this kick back without dying. Again the principle is simple enough, it's just the scale of the problem that requires the attention to safety.