>Whoops, >>15195507 beat me to it (the constant acceleration idea). Welp, I'll post the rest of my post for "completeness". At least someone implemented it more plausibly.
If you think that "ROCKETS" is a cop-out, and you can stand alternate physics laws, as long as they are consistent, consider this: the lumniferous aether exists, and not only does it exist, but it affects matter as well. It provides a small, tiny drag for EVERYTHING. So, the Wall was thrust with a huge initial velocity parallel to its surface, along with a small star orbiting it. But now, check my pic. There is a drag downwards, which provides a small acceleration downwards. And there you have it: artificial gravity. Also, since we established that the Wall is huge, the drag, if proportional to mass should be small enough so that it doesn't affect the humans on the wall at all. Also, if the wall isn't that thick, we should be able to ignore gravitational effects. Still, there could be a minor attraction wallwards. Sure, drag being proportional to velocity would mean that the acceleration of gravity would change over time.
Now, obviously, atmosphere couldn't stay on the Wall. So how about the atmosphere being constantly generated, in the caves, perhaps? It works. It's not realistic, but it's consistent. You know what? Forget the rockets. Someone just made the wall, thrust it like mad, and now it's decelerating. The deceleration changes, but it exists.