Let $P(n)$ be the proposition that given any set of integers $\{a_j\}$ containing $n+1$ distinct $a_j$ all of which are less than or equal to $2n$, then there exists some $j_1 \neq j_2$ such that $a_{j_1}$ divides $a_{j_2}$.
$P(1)$ is trivial to prove: For any set of two integers all of which are less than or equal to 2, either that set contains two identical integers (which divide each other) or it contains $1$, which divides $2$.
Now say that $P(n)$ holds and that $P(n+1)$ is false. Then since $P(n+1)$ there there is some set $S \equiv \{s_j\}$ containing $n+1+1$ integers and all the $s_j \leq 2n+2$, and no $s_j$ divides any $s_k$ for $k \neq j$.
Unless $2n+1 \in S$ and $2n+2 \in S$, the set $T = S-s_j: s_j > 2n$ contains at least $n+1$ integers, no of which exceed $2n$, and by $P(n)$ it is known that one of these elements divides another one. Since we know that no two element of $S$ divides another element of $S$ that can't be. So if $S$ exists,
$$
2n+1 \in S \text{ and } 2n+2 \in S $$
We then know that $(n+1) \not \in S$ since that divides $(2n+2)$.
Now consider the set $U = S - \{(2n+1), (2n+2)\} + \{(n+1)\}$. $U$ has $n+1$ elements, all of which are less than or equal to $2n$. So by $P(n)$ one of those elements divides another. But if the two elements in question do not include the element $(n+1)$ then they also divide each other when considered as elements of $S$, which by assumption cannot be the case.
So some element of $u\in U$ divides $n+1$ (or $n+1$ divides some other element of $U$, which cannot be since the maximum element in $U$ is less than $2n+1$).
But $u\in S$ and $u|n+1 \implies u|2n+2$, yet $2n+2 \in S$ so we have a contradiction again.
Therefore if $P(n)$ holds, $P(n+1)$ must be true, thus establishing induction.