'List of Algorithms' title is not all in caps

One possibility is to patch the \listofalgocfs command to use \MakeUppercase for the macro containing the name:

\documentclass{book}
\usepackage{algorithm2e}
\usepackage{xpatch}

\makeatletter
\xpatchcmd{\listofalgocfs}{\algocf@seclistalgo*{\listalgorithmcfname}}{\algocf@seclistalgo*{\MakeUppercase\listalgorithmcfname}}{}{}
\makeatother

\begin{document}

\listofalgorithms

\end{document}

The patching can also be done with the etoolbox package:

\documentclass{book}
\usepackage{algorithm2e}
\usepackage{etoolbox}

\makeatletter
\patchcmd{\listofalgocfs}{\algocf@seclistalgo*{\listalgorithmcfname}}{\algocf@seclistalgo*{\MakeUppercase\listalgorithmcfname}}{}{}
\makeatother

\begin{document}

\listofalgorithms

\end{document}

For me, adding this worked:

\renewcommand{\listalgorithmname}{LIST OF ALGORITHMS}

(I'm using algorithm rather than algorithm2e)