I’ve had the same problem after switching from Ubuntu 14.04 LTS to Ubuntu Mate 16.04 LTS. Trust me, I looked everywhere online and the closest solution was to install Caffeine Plus. It didn’t work quite like I like so I took another approach and found a way to run the Caffeine-Indicator that I was used to.
What you want to do is go to file system/usr/bin and you fan find a file of caffeine-indicator there. Then copy it to your desktop for easier access. You want to right click and go to properties, go to permissions, and click the check box to execute as program. This way you can just double click it and the indicator pops up on your panel. It’s basically the same way to run the Linux version of Minecraft.