For an IEEE submission I am not allowed to use algorithm package. They recommend to use algorithmic package. I am not able to add caption in the algorithmic package. This and this answer solves the problem using algorithm package, which is of no use to me.
I am allowed to use algorithmicx package too. I am using IEEEtran file.
The following code defines \algcaption{<caption>} that sets a "pseudo-caption" for an algorithm:
\documentclass[conference]{IEEEtran}
\usepackage{lipsum}% Just for this example
\usepackage{algorithmic}
% A regular caption without a number
\newcommand{\algcaption}[1]{%
\par\noindent
\textbf{Algorithm:}
#1\par
}
% If you need an algorithm counter, then use the following code definitions instead
% \newcounter{algorithm}
% \newcommand{\algcaption}[1]{%
% \par\noindent
% \refstepcounter{algorithm}%
% \textbf{Algorithm \thealgorithm:}
% #1\par
% }
\begin{document}
\title{A title}
\author{An author}
\maketitle
\section{A section}\lipsum[1]
\algcaption{This is an algorithm}
\begin{algorithmic}[1]
\STATE Some statement
\IF{some conditional}
\STATE Another statement
\ENDIF
\end{algorithmic}
\end{document}
You can also add a numbered caption using the code above (uncomment as necessary).