A insect infestation is annoying and distasteful to have to deal with. When it comes to roaches, you will need the cooperation of all the tenants in order to begin to solve the issue. You should also give notice to the landlord about the problem.
You might be able to work together with an extermination company that can address the entire building.
If your landlord is unresponsive or the other tenants unwilling to assist you. Send a certified letter to the landlord and explain the situation and ask to be able to unilaterally break your lease. Hopefully that should get it done for you.
In California we have a Landlord and Tenant site for the state. I recommend you check on that in your state, and learn all you can about the laws as they relate to your situation.