Update index.md

Author: lostella

docs/src/index.md

@@ -13,6 +13,9 @@ Implemented algorithms include:
 
 Check out [this section](@ref problems_algorithms) for an overview of the available algorithms.
 
+This package works well in combination with [ProximalOperators](https://github.com/JuliaFirstOrder/ProximalOperators.jl) (>= 0.15),
+which contains a wide range of functions that can be used to express cost terms.
+
 ## Installation
 
 Install the latest stable release with