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.
Partition the set $\{1,2,\dots,4n\}$ into $2n$ chains (some of which are quite short), starting with an odd number and doubling at every step:
If we pick any $2n+1$ numbers, then we'll get two numbers from the same chain, and then one divides the other: we've found a pair $a, b$ with $a \mid b$. That's the easy version of the problem, which gets asked more often. (See, for example, this question, which is where I get the idea.)
To guarantee instead $a, b, c$ such that $a \mid b$ and $b \mid c$, we need three numbers in one chain. So you need to show that if we choose $3n+1$ numbers, then you are guaranteed to end up with three in the same chain.