You can use gel superglue. When using it be sure to squirt a big glob of glue in the desired location and then insert the frag
into this glob and then twist to break the surface of the glob. The glob will start to setup very quickly under water so speed is important.
There are other ways to affix frags
though. Depending on the type of coral you can either cover with some wedding veil, use a loose fitting rubberband or even a toothpick