For arbitrary integer $n>0$, prove that any set of $3n+1$ numbers taken from $\{1,2,...,4n\}$ contains three different numbers $a$, $b$, $c$ such that $a|b$ and $b|c$.
I have tried using mathematical induction, but can't proceed from $k$ to $k+1$ since it is not clear how to choose three new integers from the enlarged set.
From my experience, the answers to this kind of problems may appear as a (mind-blowing) construction of pigeon holes, but I can't think of a way to complete such construction.