I've tried putting them on their roost in the coop at night. The first week they were given access to their run, I would go out there at dusk, grab each of them, and put them inside. By the time I got the last chicken in, the other three were on their way outside! lol. I thought they would get better at it. 
It may be a possibility that its warm in the coop, but its warm outside too! I've used frozen water bottles (which they stare at, blankly, and peck at it, but dont know how to use it, lol). 
I may try the light idea, and turn on a light in the run, maybe they will head into the coop for darkness?
Or possibly put their food in the coop to entice them?
I would hate to shut them back in the coop, but that may be a last resort once I see that they are beginning to lay?
Am I the only one with this problem???