Wing design in aerodynamics requires the definition of global geometrical characteristics, such as span, root/tip length ratio, angle of attack, twist angle, sweep angle, etc, as well as local geometrical features that determine the wing section. The objective of this study is to propose an efficient algorithm to achieve the optimization of both global and local shape parameters. We consider as testcase the drag minimization, under lift constraint, of the wing shape of a business aircraft in transonic regime, the flow being modeled by the compressible Euler equations. We show that a straightforward optimization of all parameters fails, due to multimodality of the optimization problem. Then, some alternative strategies are proposed. Among them, the use of virtual Nash games yields the best results, in terms of cost function value obtained as well as computational efficiency.