A simultaneous wireless information and power transfer system in interference channels of multi-users is considered. In this system, each transmitter sends one data stream to its targeted receiver, which causes interference to other receivers. Since all transmitter-receiver links want to maximize their own average transmission rate, a power allocation problem under the transmit power constraints and the energy-harvesting constraints is developed. To solve this problem, we propose a game theory framework. Then, we convert the game into a variational inequalities problem by establishing the connection between game theory and variational inequalities and solve the variational inequalities problem. Through theoretical analysis, the existence and uniqueness of Nash equilibrium are both guaranteed by the theory of variational inequalities. A distributed iterative alternating optimization water-filling algorithm is derived, which is proved to converge. Numerical results show that the proposed algorithm reaches fast convergence and achieves a higher sum rate than the unaided scheme.