  We propose new methods to numerically approximate non-attracting sets
governing transiently-chaotic systems. Trajectories starting in a vicinity
$\Omega$ of these sets escape $\Omega$ in a finite time $\tau$ and the problem
is to find initial conditions ${\bf x} \in \Omega$ with increasingly large
$\tau= \tau({\bf x})$. We search points ${\bf x}'$ with $\tau({\bf
x}')>\tau({\bf x})$ in a {\it search domain} in $\Omega$. Our first method
considers a search domain with size that decreases exponentially in $\tau$,
with an exponent proportional to the largest Lyapunov exponent $\lambda_1$. Our
second method considers anisotropic search domains in the {\it tangent}
unstable manifold, where each direction scale as the inverse of the
corresponding {\it expanding} singular value of the Jacobian matrix of the
iterated map. We show that both methods outperform the state-of-the-art {\it
Stagger-and-Step} method (Sweet, Nusse, and York, Phys. Rev. Lett. {\bf 86},
2261, 2001) but that only the anisotropic method achieves an efficiency
independent of $\tau$ for the case of high-dimensional systems with multiple
positive Lyapunov exponents. We perform simulations in a chain of coupled
H\'enon maps in up to 24 dimensions ($12$ positive Lyapunov exponents). This
suggests the possibility of characterizing also non-attracting sets in
spatio-temporal systems.
