Let's denote the inequality in question by $A(n)$. I am looking for the way to prove this inequality using "direct induction" (see my question 1 below). By usual induction I mean $A(1)\&\left(\forall k\geqslant 2\space \left(A(k-1)\implies A(k)\right)\right)\implies\left(\forall n\geqslant1\space A(n)\right)$.
My questions are:
1) Is is possible to prove the statement $\forall n\geqslant 1\space A(n)$ by proving $A(n-1)\implies A(n)$ without using facts that imply $A(n)$? That is, by applying induction directly (it is allowed to use statements $C(n)$ that do not imply $A(n)$ and it is allowed to use induction hypothesis $A(n-1)$).
For instance using statement $\forall n\geqslant 1\sum\limits_{k=1}^n\frac{1}{k^2}\leqslant2-\frac{1}{n}$ is prohibited, because it implies that $A(n)$ is true and hence $A(n-1)\implies A(n)$ is true as well.
$ $
2) If it is not possible to prove $\forall n\geqslant 1 \space A(n)$ by direct induction, how one can rigorously prove this fact (the fact that it is impossible)? $ $
3) If it is possible to prove by direct induction $\forall n\geqslant 1 \space A(n)$ (can you show it?), are there examples of statements for which the proof by induction is impossible? Can you give an example?
$ $
$ $
4) Is there some characterization of the set of statements $B(n)$ that possess the same or similar properties (something like "proving $B(n-1)\implies B(n)$ is not possible although $B(n)$ is true" or "proving $B(n-1)\implies B(n)$ is not easier than proving $B(n)$"). All statements of the "Inventor's paradox" type will fit, but probably there are some other examples.
Please note that I am not a specialist in mathematical logic, so the problem setup may lack rigor. But hopefully the idea is clear. If it is not, I am looking forward to suggestions on how to set the problem up in a meaningful way.
Here is an answer to the parts of your question:
Overall, I will just comment that the question you ask is very meta-mathematical. Such questions need to be very rigorously formulated or they don't really have any meaning. We can only talk about things like proofs if we start reasoning about them in a formal manner, and then we get into formal proof systems and all sorts of impossibility results like incompleteness theorems and undecidability.