Machine Learning, Deep Learning, Artificial Intelligence, Regularization, Deep Learning Book.
construct a generalized Lagrangian function containing the objective function along with the penalties. Suppose we wanted Ω(θ) < k, then we could construct the following Lagrangian: We get optimal θ by solving the Lagrangian. If Ω(θ) > k, then the weights need to be compensated highly and hence, α