How to take broken tool out of lug nut?

The person who had my car before me used a tool to get the lug nut off and I guess the lug nut was rusted so the tool got stuck in the lug nut and he just decided to grind the tool off and disregard the whole thing and not tell me that when he sold me the car. Part of the tool is still in the lug nut and I can't get it out. Is there any other ways I can get this broken tool out of the lug nut so I can change the back tire?