Migrating data from local SQL Server generated script to Azure web app SQL Server, when it failed executing from SQL Server Management Studio

I have generated 200 mega data script from local SQL Server, which I generated via Tasks -> Generate Script in SQL Server Management Studio.When I try to execute it from the SQL Server Management Studio, I get massage that I have not enough memory to run it, which is weird I have 16 gigabytes of ram in my pc.So my question is simple: how can I update my remote SQL Server with the data script ?Can I configure SQL Server Management Studio to use more memory or there is better way to execute big script?Thanks