Debian and Ubuntu did not update their texlive-science package for the latest version of algorithm2e. So if you are using algorithm2e and compiling your LaTeX documents on Windows and Linux environment you will bumb to this problem constantly. Simply changing the commands does not help much, since you need to change it everytime you change platform.
My usual solution is to include definitions for new versions of the algorithm2e commands:
\providecommand{\SetAlgoLined}{\SetLine}
\providecommand{\DontPrintSemicolon}{\dontprintsemicolon}
Thus, when using old version of the package (Linux) new versions of the commands are defined. If the new version of the package is used and these commands are already defined (Windows), \providecommand directives are simply ignored by MiKTeX.
You can write these commands into a seperate file and include it whenever your document will use algorithm2e and will constantly be compiled at multiple platforms.
Do not forget these commands should be inserted/included after the \usepackage[...]{algorithm2e} stuff.