Two semi-serious answers:
1. Install peg type thing in rear dropout screw thing. Put pump between that and seatpost/seat-rail area.
2. Install similar peg type thing in front somewhere (axle area). Put pump between that and bar/stem area.

Both require some kind of a secondary reinforcement device so that the pump doesn't slip off from either of its "contact" ends. I did the latter now and then but my pump would bounce off in the perfectly wrong conditions.

cdr