Being alpha does not mean winning fights it means being the leader and having more social value than your competition.
It means being respected rather than demanding people respect you.
It means people want to be around you.
Maybe you get that through fighting, but I wouldn't recommend it because other than being ineffective it also carries the risk of injury and legal trouble. In tribal days it might have worked better but in modern society the violent are more likely to be shunned and removed from society - the opposite of your objective.
If you can't lead without violence then you will end up losing women to weaker yet smarter PUAs like me.
So what do you do when a chode threatens violence? First asses the threat. If he has you cornered in an alley alone with a gang of his own friends, try talking your way out of it. Buy him a drink and see if you can use him as social proof to get more women. I've done it.
If on the other hand it's in the middle of the club and you already befriended the bouncers and half the bar? I dunno, depends on the situation but you definitely don't need to fight because you have nothing to gain from it. Let him make an ass of himself. Or Number Close and move on. endless choices...