How do I install a coat rack on drywall over concrete?
TapCon concrete screws would be minimal damage to the concrete, so I'd consider them first.  

However, if you must not damage the concrete, then it's more challenging.  My next recommendation would be to use a wooden backing that is vertically longer/higher than the coat rack.  If your coat rack is 20cm high where it contacts the wall, then make your wood backing something like 60cm high. Then you attach the wood backing with construction adhesive and small/shallow drywall anchors around the perimeter of the wood.  Then you paint the wood to match the wall, and finally attach the coat rack to the wood with two screws.

By spreading the load out over a larger area, you greatly reduce the stress at any of the individual fasteners.