How can I capitalize all the table names in the Table of Contents, List of Tables? I am not talking about the headings, but the actual entries. E.g., the first entry in the picture is ok, as it is uppercase, while the others are not.

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Use the optional arguments to \caption and/or \section. EDITED to follow egreg's emphatic recommendation.

\documentclass[11pt]{article}
\usepackage{lipsum}
\begin{document}
\tableofcontents
\listoftables
\noindent\hrulefill

\section[\MakeUppercase{this is the first of two sections}]{this is the first of two sections}

\lipsum[4]

\section[\MakeUppercase{blah for blah}]{blah for blah}

\lipsum[3]

\begin{table}[ht]
\centering
\caption[\MakeUppercase{this is the table for this section}]{this is the table for this section}
\begin{tabular}{|c|c|}
\hline
This is & my table\\
\hline
\end{tabular}
\end{table}
\end{document}


Based on a follow-up query by the OP, here is a way to get just the LOT (but not the LOF) to automatically capitalize the table captions:

\documentclass[11pt]{article}
\usepackage{lipsum}
\let\svcaption\caption
\let\svtable\table
\def\table{\tablecaps\svtable}
\def\tablecaps{%
\renewcommand\caption[2][]{\svcaption[\MakeUppercase{##2}]{##2}}
}
\begin{document}
\tableofcontents
\listoffigures
\listoftables
\noindent\hrulefill
\section{blah for blah}

\begin{figure}[ht]
\centering
\framebox{My Figure}
\caption{this is the figure caption}
\end{figure}
\begin{table}[ht]
\centering
\caption{this is the table for this section}
\begin{tabular}{|c|c|}
\hline
This is & my table\\
\hline
\end{tabular}
\end{table}
\end{document}


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That works, thank you for your answer, but I would prefer not to modify every single entry in the document. Is that possible? – gcedo Jun 16 '14 at 17:47
@Edo In the preamble, \renewcommand\caption[2][]{\svcaption[\uppercase{#2}]{#2}} will ignore any optional argument in \caption (both tables and figures) and use the uppercase equivalent of the 2nd argument as the LOT/LOF entry. Does that suffice? – Steven B. Segletes Jun 16 '14 at 17:58
The command to use is definitely \MakeUppercase, not \uppercase. – egreg Jun 16 '14 at 18:05
@egreg Thanks. Revised, though I'll have to search for the nuanced reason why. – Steven B. Segletes Jun 16 '14 at 18:09
@StevenB.Segletes Try with \'i in the caption text. – egreg Jun 16 '14 at 19:45

It's not clear if you want all material in table of contents and list of tables and figures to be uppercase (which is bad style, I'd say).

Here's a set of patches for the article class. If you're using book or report also the chapter title commands should be patched.

\documentclass{article}
\usepackage{etoolbox}
\usepackage{lipsum}

\makeatletter
\patchcmd{\@caption}
{\ignorespaces #2}
{\MakeUppercase{\ignorespaces #2}}
{}{}
\patchcmd{\@sect}{\fi#7}{\fi\MakeUppercase{#7}}{}{}
\patchcmd{\@sect}{\fi#7}{\fi\MakeUppercase{#7}}{}{}
\makeatother

\begin{document}
\tableofcontents
\listoftables

\section{Title}

\subsection{Title}

\lipsum[3]

\begin{table}[ht]
\centering
\caption{This is a table caption}
\begin{tabular}{|c|c|}
\hline
This is & my table\\
\hline
\end{tabular}
\end{table}
\begin{table}[ht]
\centering
\caption[Optional]{This is a table caption}
\begin{tabular}{|c|c|}
\hline
This is & my table\\
\hline
\end{tabular}
\end{table}
\end{document}


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Thanks @egreg, I know this style is very unpleasant, but it is mandatory to have the thesis accepted by a US university. – gcedo Jun 16 '14 at 19:58
@Edo Please, let me know if you need also uppercase chapter titles, also telling what document class you're using. – egreg Jun 16 '14 at 19:59
thanks a lot, submitted and accepted. It was a custom class by the university, a real nightmare :) – gcedo Jun 16 '14 at 20:56
@Edo You have all my sympathy. ;-) – egreg Jun 16 '14 at 20:57