If you confront the guy, you might get your butt kicked, and this will encourage him to continue it more. If you go the mamagement route, and they fire him, he will be after you. If he gets transferred, he will spread the word what a p***y you are, and still harass you. And watch the management move you out eventually.
I had a situation a few years back, in which I was powerless. After 20 years of marriage, the wife was fooling around with a contractor. He had the fancy truck, money to blow etc. I went after him, and luckily was stopped by a cop who told me that in this time of political correctness, I could be arrested and would lose my professional license. And, honestly, the guy outweighed me by 100 lbs and probably would have done a number on me. I would have been out of work, looked like a fool to all, and probably end up in jail.
I started a harassment campaign. I called the IRS and told them I worked under the table for him and he wouldn't pay my last 2 weeks wages. I understand he was audited. While at the motel, I removed the valve stem from all 4 of his tires, on a sunday. I did a number of other thing that he knew I was doing but could not prove it. But then I did something I should have done all along. I went to the local dive bar, founded the biggest guy I could find, and paid him $100 to punch him in the mouth, just once, and say he was my friend and he was coming back for him again. That was the last I ever saw of him. I didn't get involved. The law didn't get involved, and it was done.
PS: I also kicked her a** to the curb and I am so much better off now.