Consider the elastic-net optimization problem: $$\min_{\theta}||y-X\theta||_2^2+\lambda[\alpha||\theta||_2^2+(1-\alpha)||\theta||_1].$$
I was told that I could turn this into a Lasso problem, using an augmented version of matrix $X$ and vector $y$. However, I do not see how to do that. Any help would be appreciated!