As mentioned in my comment, in such cases where \scshape is not available, one can fake it (see Small Caps in Description Label?). Likewise, the key to making the fake look reasonable is to use a different scale in the vertical and horizontal directions.
When used in the \caption environment, however, it must be \protected.
The values of the horizontal-lc, vertical-lc, and horizontal-uc stretch parameters,
\def\Hscale{.80}\def\Vscale{.72}\def\Cscale{1.0}
should be tailored to the particular font you are using.
\documentclass{article}
\usepackage[demo]{graphicx}
\newcommand\fauxsc[1]{\fauxschelper#1 \relax\relax}
\def\fauxschelper#1 #2\relax{%
\fauxschelphelp#1\relax\relax%
\if\relax#2\relax\else\ \fauxschelper#2\relax\fi%
}
\def\Hscale{.80}\def\Vscale{.72}\def\Cscale{1.0}
\def\fauxschelphelp#1#2\relax{%
\ifnum`#1>``\ifnum`#1<`\{\scalebox{\Hscale}[\Vscale]{\uppercase{#1}}\else%
\scalebox{\Cscale}[1]{#1}\fi\else\scalebox{\Cscale}[1]{#1}\fi%
\ifx\relax#2\relax\else\fauxschelphelp#2\relax\fi}
\begin{document}
\begin{figure}[t]
\centering
\includegraphics[width=.15\linewidth]{Figures/myfig.eps}
\caption{Sample caption with \protect\fauxsc{fake Small Caps}
and \textsc{real Small Caps} for some portion.}
\label{fig:myfig}
\end{figure}
\end{document}

Alternately, one may \protect the argument in the definition itself:
\newcommand\fauxsc[1]{\protect\fauxschelper#1 \relax\relax}
In this case, the \protect is no longer needed in the \caption argument.
\documentclass{...}and ending with\end{document}. – Mar 11 '15 at 09:38aefonts, which don't provide small caps – Mar 11 '15 at 11:10\scshapeis not available, one can fake it: http://tex.stackexchange.com/questions/230334/description-environment-overrides-font-style/230336#230336 with\fauxsc{}. The key to making it look reasonable is a different scale in the vertical and horizontal directions. – Steven B. Segletes Mar 11 '15 at 11:13\fauxscmust be\protected in a caption. That can be done explicitly, or the definition of\fauxsccan be altered slightly to accommodate that. – Steven B. Segletes Mar 11 '15 at 11:41sig-alternateclass uses the legacy version of Times provided by TeX distributions, which has no small caps – egreg Mar 11 '15 at 12:05