We need an electromagnetic linear microactuator for Vex! It could be cheaper than the pnewmatics kit, and it would take up less space.
But they would drain your battery quickly, and might exceed the current rating of the controller. Are you talking about a lead screw linear actuator or an electric solenoid?
You can make a lead screw with some threaded rod. It’s been shown on this site before. Lead screws are slow, but offer variable positioning. A solenoid is one position (IN) or the other (OUT) like a pneumatic cylinder. Solenoids can draw excessive current and have limited throws.
look at my signature and you will find my vex site. take a click on it then click on screw actuator 
it’s huge and will be scaled down but simple and cost me like 5 bucks total for parts
Check out my new Vex based Linear Actuator, which I made for my Hero 2007 Robot.
What is it?