In this work, we propose a generalized Levenberg-Marquardt method for
nonlinear inverse problems. Compared with the conventional
Levenberg-Marqurdt method, the proposed method could be independent of
the Fréchet derivative of forward operator F and the iteration
points. So it can be used to solve both smooth and non-smooth inverse
problems. This method is also designed with general convex penalty terms
to detect special features of solutions such as sparsity and piecewise
constancy. Convergence analysis of this method is established under a
general tangential cone condition (GTCC). In addition, we derive the
convergence rate of the proposed method under Hölder-type stability
condition. As byproduct, we prove that the general tangential cone
condition holds for some PDE inverse problems. Finally, numerical
simulations are presented to show the efficiency of the proposed method.