Parking is free after 6pm at some parking lots downtown.
For the Improv I would park at
150 S. 2nd St but be careful since there is construction there the garage might fill up quick.
93 N. 3rd st is another garage thats close by but I have never parked there.
44 S. 4th st is a huge garage you can park at if you dont mind a little walking its right in front of the MLK library.
I attached a PDF of SJ downtown parking map.