They lose their appetites when you go out at night with a flashlight and your oldest pruners, snip them in half like I do with the climbing cutworms that damage rhododenron young growth here.

You can also get BT, a natural bacterium lethal to caterpillars only and spray with that, won't harm beneficial insects (or birds, pets, etc). "Bacillus thuringiensis variety kurstaki (B.t.k.) is the general purpose material that homeowners buy when they see just the words Bt or Bacillus thuringiensis without the variety name attached. This is the type of Bt that is appropriate for home landscape use to kill caterpillars."