Without loss of generality, let 0<a1<a2<⋯<an. One can also assume that a1,a2,…,an are coprime. Otherwise division by their greatest common divisor reduces the question to the new sequence whose terms are coprime integers.
Suppose that the claim is false. Then for each i<n there exists a j such that an+ai divides 3aj. If an+ai is not divisible by 3 then an+ai divides aj which is impossible as 0<aj≤an<an+ai. Thus an+ai is a multiple of 3 for i=1,…,n−1, so that a1,a2,…,an−1 are all congruent (to −an) modulo 3.
Now an is not divisible by 3 or else so would be all remaining ai's, meaning that a1,a2,…,an are not coprime. Hence an≡r(mod3) where r∈{1,2}, and ai≡3−r(mod3) for all i=1,…,n−1.
Consider a sum an−1+ai where 1≤i≤n−2. There is at least one such sum as n≥3. Let j be an index such that an−1+ai divides 3aj. Observe that an−1+ai is not divisible by 3 since an−1+ai≡2ai≡0(mod3). It follows that an−1+ai divides aj, in particular an−1+ai≤aj. Hence an−1<aj≤an, implying j=n. So an is divisible by all sums an−1+ai, 1≤i≤n−2. In particular an−1+ai≤an for i=1,…,n−2.
Let j be such that an+an−1 divides 3aj. If j≤n−2 then an+an−1≤3aj<aj+2an−1. This yields an<an−1+aj; however an−1+aj≤an for j≤n−2. Therefore j=n−1 or j=n.
For j=n−1 we obtain 3an−1=k(an+an−1) with k an integer, and it is straightforward that k=1 (k≤0 and k≥3 contradict 0<an−1<an; k=2 leads to an−1=2an>an−1). Thus 3an−1=an+an−1, i.e. an=2an−1.
Similarly, if j=n then 3an=k(an+an−1) for some integer k, and only k=2 is possible. Hence an=2an−1 holds true in both cases remaining, j=n−1 and j=n.
Now an=2an−1 implies that the sum an−1+a1 is strictly between an/2 and an. But an−1 and a1 are distinct as n≥3, so it follows from the above that an−1+a1 divides an. This provides the desired contradiction.