Error "cannot find the file specified" when connecting to Azure SQL

I have developed an ASP.NET application which I deployed on Azure. I did connect my program to a database (and properly changed the Connection String). I followed this tutorial until the migration part, and yet I have the following error:

The system cannot find the file specified  
Description: An unhandled exception occurred during the execution of the current web request. Please review the stack trace for more information about the error and where it originated in the code.

Exception Details: System.ComponentModel.Win32Exception: The system cannot find the file specified

Source Error:

An unhandled exception was generated during the execution of the current web request. Information regarding the origin and location of the exception can be identified using the exception stack trace below.

Stack Trace:
[Win32Exception (0x80004005): The system cannot find the file specified]

[SqlException (0x80131904): A network-related or instance-specific error occurred while establishing a connection to SQL Server. The server was not found or was not accessible. Verify that the instance name is correct and that SQL Server is configured to allow remote connections. (provider: SQL Network Interfaces, error: 52 - Unable to locate a Local Database Runtime installation. Verify that SQL Server Express is properly installed and that the Local Database Runtime feature is enabled.)]
   System.Data.SqlClient.SqlInternalConnectionTds..ctor(DbConnectionPoolIdentity identity, SqlConnectionString connectionOptions, SqlCredential credential, Object providerInfo, String newPassword, SecureString newSecurePassword, Boolean redirectedUserInstance, SqlConnectionString userConnectionOptions, SessionData reconnectSessionData, DbConnectionPool pool, String accessToken, Boolean applyTransientFaultHandling, SqlAuthenticationProviderManager sqlAuthProviderManager) +1081
   System.Data.SqlClient.SqlConnectionFactory.CreateConnection(DbConnectionOptions options, DbConnectionPoolKey poolKey, Object poolGroupProviderInfo, DbConnectionPool pool, DbConnection owningConnection, DbConnectionOptions userOptions) +803
   System.Data.ProviderBase.DbConnectionFactory.CreatePooledConnection(DbConnectionPool pool, DbConnection owningObject, DbConnectionOptions options, DbConnectionPoolKey poolKey, DbConnectionOptions userOptions) +38
   System.Data.ProviderBase.DbConnectionPool.CreateObject(DbConnection owningObject, DbConnectionOptions userOptions, DbConnectionInternal oldConnection) +739
   System.Data.ProviderBase.DbConnectionPool.UserCreateRequest(DbConnection owningObject, DbConnectionOptions userOptions, DbConnectionInternal oldConnection) +85
   System.Data.ProviderBase.DbConnectionPool.TryGetConnection(DbConnection owningObject, UInt32 waitForMultipleObjectsTimeout, Boolean allowCreate, Boolean onlyOneCheckConnection, DbConnectionOptions userOptions, DbConnectionInternal& connection) +449
   System.Data.ProviderBase.DbConnectionPool.TryGetConnection(DbConnection owningObject, TaskCompletionSource`1 retry, DbConnectionOptions userOptions, DbConnectionInternal& connection) +108
   System.Data.ProviderBase.DbConnectionFactory.TryGetConnection(DbConnection owningConnection, TaskCompletionSource`1 retry, DbConnectionOptions userOptions, DbConnectionInternal oldConnection, DbConnectionInternal& connection) +935
   System.Data.ProviderBase.DbConnectionInternal.TryOpenConnectionInternal(DbConnection outerConnection, DbConnectionFactory connectionFactory, TaskCompletionSource`1 retry, DbConnectionOptions userOptions) +143
   System.Data.ProviderBase.DbConnectionClosed.TryOpenConnection(DbConnection outerConnection, DbConnectionFactory connectionFactory, TaskCompletionSource`1 retry, DbConnectionOptions userOptions) +17
   System.Data.SqlClient.SqlConnection.TryOpenInner(TaskCompletionSource`1 retry) +139
   System.Data.SqlClient.SqlConnection.TryOpen(TaskCompletionSource`1 retry) +448
   System.Data.SqlClient.SqlConnection.Open() +129
   System.Data.Entity.Infrastructure.Interception.<>c.<Open>b__13_0(DbConnection t, DbConnectionInterceptionContext c) +12
   System.Data.Entity.Infrastructure.Interception.InternalDispatcher`1.Dispatch(TTarget target, Action`2 operation, TInterceptionContext interceptionContext, Action`3 executing, Action`3 executed) +72
   System.Data.Entity.Infrastructure.Interception.DbConnectionDispatcher.Open(DbConnection connection, DbInterceptionContext interceptionContext) +424
   System.Data.Entity.SqlServer.<>c__DisplayClass60_0.<UsingConnection>b__0() +426
   System.Data.Entity.SqlServer.<>c__DisplayClass2_0.<Execute>b__0() +10
   System.Data.Entity.SqlServer.DefaultSqlExecutionStrategy.Execute(Func`1 operation) +189
   System.Data.Entity.SqlServer.DefaultSqlExecutionStrategy.Execute(Action operation) +78
   System.Data.Entity.SqlServer.SqlProviderServices.UsingConnection(DbConnection sqlConnection, Action`1 act) +175
   System.Data.Entity.SqlServer.SqlProviderServices.UsingMasterConnection(DbConnection sqlConnection, Action`1 act) +552
   System.Data.Entity.SqlServer.SqlProviderServices.CreateDatabaseFromScript(Nullable`1 commandTimeout, DbConnection sqlConnection, String createDatabaseScript) +90
   System.Data.Entity.SqlServer.SqlProviderServices.DbCreateDatabase(DbConnection connection, Nullable`1 commandTimeout, StoreItemCollection storeItemCollection) +173
   System.Data.Entity.Core.Common.DbProviderServices.CreateDatabase(DbConnection connection, Nullable`1 commandTimeout, StoreItemCollection storeItemCollection) +76
   System.Data.Entity.Core.Objects.ObjectContext.CreateDatabase() +134
   System.Data.Entity.Migrations.Utilities.DatabaseCreator.Create(DbConnection connection) +119
   System.Data.Entity.Migrations.DbMigrator.EnsureDatabaseExists(Action mustSucceedToKeepDatabase) +142
   System.Data.Entity.Migrations.DbMigrator.Update(String targetMigration) +78
   System.Data.Entity.Internal.DatabaseCreator.CreateDatabase(InternalContext internalContext, Func`3 createMigrator, ObjectContext objectContext) +89
   System.Data.Entity.Internal.InternalContext.CreateDatabase(ObjectContext objectContext, DatabaseExistenceState existenceState) +116
   System.Data.Entity.Database.Create(DatabaseExistenceState existenceState) +218
   System.Data.Entity.CreateDatabaseIfNotExists`1.InitializeDatabase(TContext context) +138
   System.Data.Entity.Internal.<>c__DisplayClass66_0`1.<CreateInitializationAction>b__0() +76
   System.Data.Entity.Internal.InternalContext.PerformInitializationAction(Action action) +60
   System.Data.Entity.Internal.InternalContext.PerformDatabaseInitialization() +357
   System.Data.Entity.Internal.<>c.<InitializeDatabase>b__58_0(InternalContext c) +9
   System.Data.Entity.Internal.RetryAction`1.PerformAction(TInput input) +129
   System.Data.Entity.Internal.LazyInternalContext.InitializeDatabaseAction(Action`1 action) +196
   System.Data.Entity.Internal.LazyInternalContext.InitializeDatabase() +86
   System.Data.Entity.Internal.InternalContext.Initialize() +30
   System.Data.Entity.Internal.InternalContext.GetEntitySetAndBaseTypeForType(Type entityType) +16
   System.Data.Entity.Internal.Linq.InternalSet`1.Initialize() +53
   System.Data.Entity.Internal.Linq.InternalSet`1.get_InternalContext() +15
   System.Data.Entity.Infrastructure.DbQuery`1.System.Linq.IQueryable.get_Provider() +38
   System.Linq.Queryable.OrderBy(IQueryable`1 source, Expression`1 keySelector) +83
   ProiectLicenta.Controllers.Main.ActorController.Index() in C:\ProiectLicenta\ProiectLicenta\Controllers\Main\ActorController.cs:25
   lambda_method(Closure , ControllerBase , Object[] ) +62
   System.Web.Mvc.ActionMethodDispatcher.Execute(ControllerBase controller, Object[] parameters) +14
   System.Web.Mvc.ReflectedActionDescriptor.Execute(ControllerContext controllerContext, IDictionary`2 parameters) +169
   System.Web.Mvc.ControllerActionInvoker.InvokeActionMethod(ControllerContext controllerContext, ActionDescriptor actionDescriptor, IDictionary`2 parameters) +27
   System.Web.Mvc.Async.<>c.<BeginInvokeSynchronousActionMethod>b__9_0(IAsyncResult asyncResult, ActionInvocation innerInvokeState) +22
   System.Web.Mvc.Async.WrappedAsyncResult`2.CallEndDelegate(IAsyncResult asyncResult) +29
   System.Web.Mvc.Async.WrappedAsyncResultBase`1.End() +49
   System.Web.Mvc.Async.AsyncControllerActionInvoker.EndInvokeActionMethod(IAsyncResult asyncResult) +32
   System.Web.Mvc.Async.AsyncInvocationWithFilters.<InvokeActionMethodFilterAsynchronouslyRecursive>b__11_0() +50
   System.Web.Mvc.Async.<>c__DisplayClass11_1.<InvokeActionMethodFilterAsynchronouslyRecursive>b__2() +228
   System.Web.Mvc.Async.<>c__DisplayClass7_0.<BeginInvokeActionMethodWithFilters>b__1(IAsyncResult asyncResult) +10
   System.Web.Mvc.Async.WrappedAsyncResult`1.CallEndDelegate(IAsyncResult asyncResult) +10
   System.Web.Mvc.Async.WrappedAsyncResultBase`1.End() +49
   System.Web.Mvc.Async.AsyncControllerActionInvoker.EndInvokeActionMethodWithFilters(IAsyncResult asyncResult) +34
   System.Web.Mvc.Async.<>c__DisplayClass3_6.<BeginInvokeAction>b__3() +35
   System.Web.Mvc.Async.<>c__DisplayClass3_1.<BeginInvokeAction>b__5(IAsyncResult asyncResult) +100
   System.Web.Mvc.Async.WrappedAsyncResult`1.CallEndDelegate(IAsyncResult asyncResult) +10
   System.Web.Mvc.Async.WrappedAsyncResultBase`1.End() +49
   System.Web.Mvc.Async.AsyncControllerActionInvoker.EndInvokeAction(IAsyncResult asyncResult) +27
   System.Web.Mvc.<>c.<BeginExecuteCore>b__152_1(IAsyncResult asyncResult, ExecuteCoreState innerState) +11
   System.Web.Mvc.Async.WrappedAsyncVoid`1.CallEndDelegate(IAsyncResult asyncResult) +29
   System.Web.Mvc.Async.WrappedAsyncResultBase`1.End() +49
   System.Web.Mvc.Controller.EndExecuteCore(IAsyncResult asyncResult) +45
   System.Web.Mvc.<>c.<BeginExecute>b__151_2(IAsyncResult asyncResult, Controller controller) +13
   System.Web.Mvc.Async.WrappedAsyncVoid`1.CallEndDelegate(IAsyncResult asyncResult) +22
   System.Web.Mvc.Async.WrappedAsyncResultBase`1.End() +49
   System.Web.Mvc.Controller.EndExecute(IAsyncResult asyncResult) +26
   System.Web.Mvc.Controller.System.Web.Mvc.Async.IAsyncController.EndExecute(IAsyncResult asyncResult) +10
   System.Web.Mvc.<>c.<BeginProcessRequest>b__20_1(IAsyncResult asyncResult, ProcessRequestState innerState) +28
   System.Web.Mvc.Async.WrappedAsyncVoid`1.CallEndDelegate(IAsyncResult asyncResult) +29
   System.Web.Mvc.Async.WrappedAsyncResultBase`1.End() +49
   System.Web.Mvc.MvcHandler.EndProcessRequest(IAsyncResult asyncResult) +28
   System.Web.Mvc.MvcHandler.System.Web.IHttpAsyncHandler.EndProcessRequest(IAsyncResult result) +9
   System.Web.CallHandlerExecutionStep.System.Web.HttpApplication.IExecutionStep.Execute() +577
   System.Web.HttpApplication.ExecuteStepImpl(IExecutionStep step) +132
   System.Web.HttpApplication.ExecuteStep(IExecutionStep step, Boolean& completedSynchronously) +163

Apparently changing the Connection String didn't propagate, since you're getting an error that states

provider: SQL Network Interfaces, error: 52 - Unable to locate a Local Database Runtime installation. Verify that SQL Server Express is properly installed and that the Local Database Runtime feature is enabled.

This means it's trying to connect to a LocalDB/SQL Server Express instance instead of trying to connect to an Azure SQL database.

A couple of things you can try:

• Check for any hardcoded connection strings
• Make sure the right connection string with the right name is available in Application Settings
• Restart the App Service to make sure the new connection string is retrieved