In this talk we study the existence of an optimal set for the minimization of the $k$-th variational eigenvalue of the $p$-Laplacian among $p$-quasi open sets of fixed measure included in a box of finite measure. An analogous existence result is obtained for eigenvalues of the $p$-Laplacian associated with Schr\"odinger potentials. In order to deal with these nonlinear shape optimization problems, we develop a general approach which allows to treat the continuous dependence of the eigenvalues of the $p$-Laplacian associated with sign-changing capacitary measures under $\gamma$-convergence.