Sure thing!
I am trying to follow the solution here: Out of memory when constructing large sparse SDP in JuMP - #3 by blegat
But, when I try to run the code using the solution you provided, I am still running into memory issues (100% memory on my system is used). Hence, I was investigating whether it would be possible to do this directly in COSMO and avoid creating the n^2 / 2 affine expressions all together.