We have taken two approaches to ropes that aren't spliced in the end. One is to tie a secure overhand knot in the end of the rope with at least a twelve inch tail (so there is no way it can pull through) and then using some webbing to make a Prusik hitch under the big knot, then hang the webbing in some appropriate way.
The second approach, putting the rope over a smooth round steel pipe, was to loop the rope over the pipe and then tie it back on itself with a fisherman's bend, again with a long tail.
Alternatively, you could get someone who really knows how to splice to make a loop in the end of the rope for you.
If you use the approach of wrapping some heavy chain around a support beam above and using maybe a d-ring or climbing caribeaner to connect it, get a steel carabiner to attach to the chain, or much more cheaply, a steel threaded quick link. Using an aluminum climbing 'biner on steel chain could result in rapid wear of the 'biner and subsequent failure. Be really aware of wear points in whatever system you use.
I recommend always having a backup connection system so that if the primary system fails, a second system with a little slack in it (like another piece of webbing or whatever), comes tight and catches the rope before it drops someone, but gives enough of a jerk to get everyone's attention so the system gets inspected. Either way, I would be sure to check whatever system you use on a regular basis - this is life support, after all.
There was a thread on the main site a few years ago about failure of a commercial system with a clamp on the end of the rope, after some prolonged period of use, and I know of gyms that have had failures of gymnastic ring systems as well. I am sure this can be done in a proper manner that is highly resistant to wear. I would just make myself very comfortable that it is a good system before I trusted it.
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