Recently, compressive antenna arrays have been considered for direction of arrival (DoA) estimation with reduced hardware complexity. By utilizing compressive sensing, such arrays employ a linear combining network to combine signals from a larger set of antenna elements in the analog RF domain. In this paper, we develop a design approach based on the minimization of error between spatial correlation function (SCF) of the compressive and the uncompressed array resulting in the estimation performance of the two arrays to be as close as possible. The proposed design is based on grid-free stochastic gradient descent (SGD) optimization. In addition to a low computational cost for the proposed method, we show numerically that the resulting combining matrices perform better than the ones generated by a previous approach and combining matrices generated from a Gaussian ensemble.