From examining the package source code, algocf and \thealgocf are your friend.
Example:
\documentclass{article}
\usepackage[linesnumbered,lined,boxed,commentsnumbered]{algorithm2e}
\begin{document}
\begin{algorithm}[H]
\SetAlgoLined
\KwData{this text}
\KwResult{how to write algorithm with \LaTeX2e }
initialization\;
\While{not at end of this document}{
read current\;
\eIf{understand}{
go to next section\;
current section becomes this one\;
}{
go back to the beginning of current section\;
}
}
\caption{How to write algorithms}
\end{algorithm}
\appendix
\setcounter{algocf}{0}
\renewcommand{\thealgocf}{A\arabic{algocf}}
\begin{algorithm}[H]
\SetAlgoLined
\KwData{this text}
\KwResult{how to write algorithm with \LaTeX2e }
initialization\;
\While{not at end of this document}{
read current\;
\eIf{understand}{
go to next section\;
current section becomes this one\;
}{
go back to the beginning of current section\;
}
}
\caption{How to write algorithms}
\end{algorithm}
\end{document}
