Raising pierids like the becker's white in a closed container is a fast and easy way to raise a late instar caterpillar that you have found.  All you need to do is place a single sprig of host cuttings into a squat tube with a lid poked with holes, and replace plant and frass twice a day.  This method, however, is somewhat arduous, if you are dealing with more than a few caterpillars.