I know this post is several years old, but I wanted to reply with information in case anyone else searches for this same problem. They have changed city/county ordinances to assist people with noise complaints. In the past complaining to the landlord did nothing. It sometimes made the issue worse because in many circumstances the landlord and tenants are related or friends. Sometimes you are dealing with a landlord who's out of town and cares less of your complaints. Now if you complain and the noise continues the landlord will be fined. This will get the landlord to stop the problem or face fines. Landlords then have the right to evict tenants based on this new law. So yes complain and don't put up with the noise. If it goes on too long it becomes a hang out for people with nothing but trouble on their minds and you will suffer the noise,pollution,and possible crime in your neighborhood. Here's the link to the information. You have every right to be safe in your home even if you are a renter. There's no reason to move because no one will stop the noise. Take action. If you get others in the neighborhood to complain it will go faster. Keep a log of dates and times of incidents to assist with your ordeal.
Good luck!
http://city.milwaukee.gov/NoiseComplaints3710.htm