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Einstein-Podolsky-Rosen (EPR) steering, as a new form of nonlocality, stands between entanglement and Bell nonlocality, implying promising applications for quantum information tasks. The problem of detecting EPR steering plays an important role in characterization of quantum nonlocality. Despite some significant progress, one still faces a practical issue: how to detect EPR steering in an experimentally friendly fashion. Resorting to an EPR steering inequality, one is required to apply a strategy as efficiently as possible for any selected measurement settings on the two subsystems, one of which may not be trusted. Inspired by the recent powerful linear criteria proposed by Saunders et al.[DJ Saunders, SJ Jones, HM Wiseman, and GJ Pryde, Nat. Phys. 6, 845 (2010).], we present an optimized method of certifying steering for an arbitrary-dimensional state in a cost-effective manner. We provide a practical way to …