I have 4000 .CEL files and i am unable to read it using the below command. i am in the path where .CEL files are there

data <-ReadAffy()

what else option can be used so that it becomes memory efficient

Maybe you should try to use justRMA() instead of ReadAffy, which needs less memory--except you want to use a different normalization algorithm. Also you could check memory.limit() to check your amount of memory usage, and then maybe changed it somehow like this:

memory.limit(size=" ")----but this if im not mistaken works only on Windows and especially on 64bit.