sew some strings on them and tie them to the chair. or just bring them in and out each time, its a pain, but you will not loose your cushions.

Get you some bungee cords and strap them down when not in use...

The seat cushions on mine have ties. If yours don't have any then you can get some bias binding from the notions dept at someplace like Walmart or at a fabric shop and sew them onto the cushions.

Try superglue

By the seat cushions that have strings attached to them so you can tie them down to the seat. Or you can yell at the wind until it stops blowing!

get a plastic trunk, and put your cushions in it

they will last longer too

otherwise bungees or secured mesh bag should work

Have you tried using bungee cords hooked across them. If you you use cords of the correct length they should not be uncomfortable to sit on. Hook them to springs or support bars underneath the chairs.