train Neural Network with SGD and see that it overfits data. Suppose you train Neural Network with SGD and see that it overfits data. Which of the following actions can help you to regularize model?

Change optimization method to Adam.

Insert (or increase rate of) Dropout layers inside NN.

Add (or increase) Weight Decay.

Reduce number of parameters (e.g. remove some layers)

Add more layers.
Of the options you listed, I would try adding a dropout layer first.

Another option you did not mention, but may, or may not be feasible, is to get more training data.  Often overfitting is a result of not having enough training data.