Add optimizer.contrib to documentation

docs/api/python/index.md

@@ -111,6 +111,7 @@ Code examples are placed throughout the API documentation and these can be run a
    :maxdepth: 1
 
    optimization/optimization.md
+   optimization/contrib.md
 ```
 
 ## Callback API

docs/api/python/optimization/contrib.md

@@ -0,0 +1,52 @@
+# Contrib Optimization API
+
+```eval_rst
+    .. currentmodule:: mxnet.optimizer.contrib
+```
+
+## Overview
+
+This document summaries the contrib APIs used to initialize and update the model
+weights during training
+
+```eval_rst
+.. autosummary::
+    :nosignatures:
+
+    mxnet.optimizer.contrib
+```
+
+The `Contrib Optimization` API, defined in the `optimizer.contrib` package, provides
+many useful experimental APIs for new features.
+This is a place for the community to try out the new features,
+so that feature contributors can receive feedback.
+
+```eval_rst
+.. warning:: This package contains experimental APIs and may change in the near future.
+```
+
+In the rest of this document, we list routines provided by the `optimizer.contrib` package.
+
+## Contrib
+
+```eval_rst
+.. currentmodule:: mxnet.optimizer.contrib
+
+.. autosummary::
+    :nosignatures:
+
+     ProximalGroupAdaGrad
+```
+
+## API Reference
+
+<script type="text/javascript" src='../../../_static/js/auto_module_index.js'></script>
+
+```eval_rst
+
+.. automodule:: mxnet.optimizer.contrib
+    :members:
+
+```
+
+<script>auto_index("api-reference");</script>