The spin-$1/2$ Heisenberg antiferromagnet on the square-kagome (SK) lattice has attracted growing attention as a model system of highly frustrated quantum magnetism. A further motivation for theoretical studies comes from the recent discovery of SK spin-liquid compounds. The SK antiferromagnet exhibits two non-equivalent nearest-neighbor bonds $J_1$ and $J_2$. One may expect that in SK compounds $J_1$ and $J_2$ are of different strength. We present a numerical study of finite systems by means of the finite-temperature Lanczos method. We discuss the temperature dependence of the specific heat $C(T)$, the entropy $S(T)$, and of the susceptibility $X(T)$ of the $J_1$-$J_2$ SK Heisenberg antiferromagnet varying $J_2/J_1$ in the range $0 \le J_2/J_1 \le 4$. We also discuss the zero-field ground state of the model. We find indications for a magnetically disordered singlet ground state for $0 \le J_2/J_1 \lesssim 1.65$. Beyond $J_2/J_1 \sim 1.65$ the singlet ground state gives way for a ferrimagnetic ground state. In the region $0.77 \lesssim J_2/J_1 \lesssim 1.65$ the low-temperature thermodynamics is dominated by a finite singlet-triplet gap filled with low-lying singlet excitations leading to an exponentially activated low-temperature behavior of $X(T)$. On the other hand, the low-lying singlets yield an extra maximum or a shoulder-like profile below the main maximum in the $C(T)$ curve. For $J_2/J_1 \lesssim 0.7$ the low-temperature thermodynamics is characterized by a large fraction of $N/3$ weakly coupled spins leading to a sizable amount of entropy at very low temperatures. In an applied magnetic field the magnetization process features plateaus and jumps in a wide range of $J_2/J_1$.
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