Even the case $k=3$ is non-trivial, but was proved by Bloom and Sisask [BlSi20]. Much better bounds for $r_3(N)$ were subsequently proved by Kelley and Meka [KeMe23]. Green and Tao [GrTa17] proved $r_4(N)\ll N/(\log N)^{c}$ for some small constant $c>0$. Gowers [Go01] proved \[r_k(N) \ll \frac{N}{(\log\log N)^{c_k}},\] where $c_k>0$ is a small constant depending on $k$. The current best bounds for general $k$ are due to Leng, Sah, and Sawhney [LSS24], who show that \[r_k(N) \ll \frac{N}{\exp((\log\log N)^{c_k})}\] for some constant $c_k>0$ depending on $k$.
Curiously, Erdős [Er83c] thought this conjecture was the 'only way to approach' the conjecture that there are arbitrarily long arithmetic progressions of prime numbers, now a theorem due to Green and Tao [GrTa08] (see [219]).
In [Er81] Erdős makes the stronger conjecture that \[r_k(N) \ll_C\frac{N}{(\log N)^C}\] for every $C>0$ (now known for $k=3$ due to Kelley and Meka [KeMe23]) - see [140].
See also [3].
The existence of such progressions for small $k$ has been verified for $k\leq 10$, see the Wikipedia page. It is open, even for $k=3$, whether there are infinitely many such progressions.
See also [219].
The best known upper bounds for $r_k(N)$ are due to Kelley and Meka [KeMe23] for $k=3$, Green and Tao [GrTa17] for $k=4$, and Leng, Sah, and Sawhney [LSS24] for $k\geq 5$. An asymptotic formula is still far out of reach, even for $k=3$.
Is \[\lim_{k\to \infty}\frac{f(k)}{\log W(k)}=\infty\] where $W(k)$ is the van der Waerden number?
This problem is equivalent to one on 'abelian squares' (see [231]). In particular $A$ can be interpreted as an infinite string over an alphabet with $d$ letters (each letter describining which of the $d$ possible steps is taken at each point). An abelian square in a string $s$ is a pair of consecutive blocks $x$ and $y$ appearing in $s$ such that $y$ is a permutation of $x$. The connection comes from the observation that $p,q,r\in A\subset \mathbb{R}^d$ form a three-term arithmetic progression if and only if the string corresponding to the steps from $p$ to $q$ is a permutation of the string corresponding to the steps from $q$ to $r$.
This problem is therefore equivalent to asking for which $d$ there exists an infinite string over $\{1,\ldots,d\}$ with no abelian squares. It is easy to check that in fact any finite string of length $7$ over $\{1,2,3\}$ contains an abelian square.
An infinite string without abelian squares was constructed when $d=4$ by Keränen [Ke92]. We refer to a recent survey by Fici and Puzynina [FiPu23] for more background and related results, and a blog post by Renan for an entertaining and educational discussion.
Can the $a_k$ be explicitly determined? How fast do they grow?
Moy [Mo11] has proved that, for all such sequences, for all $\epsilon>0$, $a_k\leq (\frac{1}{2}+\epsilon)k^2$ for all sufficiently large $k$.
In general, sequences which begin with some initial segment and thereafter are continued in a greedy fashion to avoid three-term arithmetic progressions are known as Stanley sequences.
If we drop the non-empty requirement then Simonovits, Sós, and Graham [SiSoGr80] have shown that \[t\leq \binom{N}{3}+\binom{N}{2}+\binom{N}{1}+1\] and this is best possible.