multiple algorithm2e algorithms in two column documents

algorithm2e provides its own [H] float parameter, which sidesteps setting its contents as a float. However, in twocolumn mode, it produces an error. I'm not sure why. You can avoid this by setting \@latex@error to \@gobble temporarily. Using your example, I've added a \removelatexerror macro inside a \begingroup...\endgroup. More specifically, the definition

\makeatletter
\newcommand{\removelatexerror}{\let\@latex@error\@gobble}
\makeatother

is placed inside a group, inside \myalgorithm:

\newcommand{\myalgorithm}{%
\begingroup
\removelatexerror% Nullify \@latex@error
\begin{algorithm*}[H]
%...
\end{algorithm*}
\endgroup}

Also, since you're spreading the 4 algorithms across both columns, it's best to use figure* rather than figure:

Obviously you won't be using \myalgorithm in your actual document. You could just place \removelatexerror inside each of the subfigure environments.

I had similar issues...

I simply removed [H] from the code as below.

\begin{algorithm*}[H]

to

\begin{algorithm*}

Then the issue solved.