Pro-Lie groups which are infinite-dimensional Lie groups
  A pro-Lie group is a projective limit of a family of finite-dimensional Lie groups. In this note we show that a pro-Lie group $G$ is a Lie group in the sense that its topology is compatible with a smooth manifold structure for which the group operations are smooth if and only if $G$ is locally contractible. We also characterize the corresponding pro-Lie algebras in various ways. Furthermore, we characterize those pro-Lie groups which are locally exponential, that is, they are Lie groups with a smooth exponential function which maps a zero neighborhood in the Lie algebra diffeomorphically onto an open identity neighborhood of the group. 
K. H. Hofmann and K.-H. Neeb