The word open has a lot of definitions as different parts of speech. Its primary entry for Webster's is that of an adjective; however, scrolling down under this definition, you'll see also that it can function as an adverb.
Thus, break open would be diagrammed as:
break | open
verb | adverb
It is not a complement (break is an action verb here, not a linking verb, and adverbs are not used as objects). It is adverbial. http://www.merriam-webster.com/dictionary/adverbial
http://www.merriam-webster.com/dictionary/open
Also, http://dictionary.cambridge.org/us/dictionary/english/open
The definition of open as a noun doesn't seem to fit "break open"; again, omitting it as an object
Since adverbs modify adjectives, verbs, and other adverbs, this one is modifying break and like an adverb, it answers a question about the verb that an adverb would ask, " What?" "Break what?" Open.
For example,
This is the police! Open the door, or we'll break open the door! [They'll break the door, but not how, but what are the police going to do with or to the door (they will use extreme force to open the door) and (of course here, "door" is the direct object)]
"Break down" the word down is the more common expression they would use, but here too, down is an adverb, the noun definition doesn't seem to fit.
http://www.merriam-webster.com/dictionary/down