CVX Solver: Exceeding Maximum Array Size with Large Dataset

I am using the CVX solver to solve an optimisation problem with a dataset of input and output vectors of size 1400x1. When I take a subsample of 200 datapoints, this results in 40,002 equality constraints. Ideally I would use all 1400 datapoints for my problem, but I then receive the error:

Requested 1962801x1401 (20.5GB) array exceeds maximum array size preference (16.0GB). This might cause MATLAB to become unresponsive.

I've looked into "Preferences" > "Workspace" > "MatLab Array Size Limit" > checked off "Limit the maximum array size to a percentage of RAM" (already set to 100%).

However, I have seen other posts where people have worked with over 2 million equality constraints, albeit with a runtime of 40 minutes. Is this simply a problem where I need to use a computer with more memory and a better processor, or is there any way that I can modify the settings or the type of solver I use, even if the runtime may take longer?

[Torsten]

It would help to know your optimization problem in a mathematical formulation and the usage of this 20.5 GB array in CVX.

Is your problem sparse ? If yes: can you exploit this sparsity in CVX ?

Maybe asking your question in the CVX forum has a better chance for getting a useful suggestion:

https://ask.cvxr.com/