Married in 2013 husband went to malaysia and now asking for divorce

I was married on November 2013 and husband went away to Malaysia on August 2014 for work in IT sector. Despite repeated warnings he shared his apartment with ladies citing they are friends. Finally he has come back to me on July 2017 and started to ask for divorce. Without informing at his home or me he went to Bangkok and Pattaya for 3days from 14.10.17-16.10.17 telling me he wanted to stay alone due to the difficulties in our marriage. I have caught him that he was sharing his hotel room with a female friend who stayed in his apartment in Malaysia . Though I dont have any proof of their sexual relationship my husband does not have any proof to prove himself innocent either. But I am suspecting that they have an affair. My husband leads a very lavish life is extremely dishonest and has never taken any financial responsibility or emotional support and his parents are abusive. I had gone through several episodes of depression after this marriage. How can I approach for the divorce?