Noise from a Gym in my building!!!

So a gym just opened up on the ground floor of my apartment building. I'm on the first floor so needless to say I get the worst repercussions from weights being dropped and blasting music.

I've spent the last few days scouring the web for noise regulations in Denmark but can't find much if its in relating to a business.

This gym is open from 4am -12am everyday, and it's not one of those peaceful, respectable gyms, but populated by steroid ridden, screaming gym-goers. Everyday I am woken up at 4:15 on the dot by either someone constantly dropping weights or by club music, and by the time I get home after work the ruckus continues until 12am. I am only able to get about 4 hours sleep a night, and I am about to burn this place to the ground (****Joke obviously****) - but I am tearing my hair out and need some advice on what to do.

My sleep is affected, which then affects my performance at work and everything else.

Hjælp!