I would use a hash, like so (untested code warning):

use strict;
use warnings;

my @array;  # contains numbers (1..1000000) ~ 400000 numbers

my %hash;
open (in , "<", "in.txt") || die "$!";
while(<in>){
m/^(\d+)/;
$hash{$1} = 1;
} 
close in;

foreach my $num (@array) {
  print "$num, " if exists $hash{$num};
}
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