Non convex optimization problem

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A little new to MATLAB but going on well with the community help. I am working on low correlation codes for multiple applications. I started with optimizing a random sequence and achieve desired results. Now I want the sequence to follow a particular shape, such as a modified Tukey Window. When I optimize this code as per the window applying the Least Squares approach, the sequence corresponds to the window, but looses it initial low correlation properties. And when I optimise is back for correlation properties, it looses the window shape.

Doing both the things alternatively within the same loop achieves the desired results to some extent but not optimal. I guess this is a classical example of a Non-Convex Optimization?? Any leads??

Gracias