Update a date column to another date format

I am trying to update a table with an already formatted date column of mm/dd/yy to a medium date format...example dd-Mmm-yy..I'm getting the following error when execute: Msg 195, Level 15, State 10, Line 4 'FORMAT' is not a recognized built-in function name.

Here is the script:
UPDATE RTL
SET D_ANALYZED = FORMAT([D_ANALYZED],'Medium Date'), D_COLLECTED = FORMAT(D_COLLECTED,'Medium Date'), T_COLLECTED = LEFT(T_COLLECTED,2)+RIGHT(T_COLLECTED,2), D_END = FORMAT(D_END,'Medium Date'), D_START=FORMAT(D_START,'Medium Date')
FROM RTL

What other function to use?

Strongly recommend that you don't store a formatted date in the table, but rather store it as a DATE (or DATETIME) datatype - and then Format the date when it is retrieved (or, better still, format it in the Application - so that the application, itself, receives the date as a Date datatype native object and can thus manipulate it as a date, rather than as a String)

All sorts of grief and side effects come about from trying to parse dates which are in Text format, whereas when starting with a date in a DATE / DATETIME datatype then using Date functions, sorting by date, finding all dates with a Start/End period etc. all work perfectly and, more importantly, without any unexpected side effects and edge-condditions!

The data comes from one place formatted one way and then the data is massaged to load to another place. It is during the massage time that I need to reformat the dates in those columns not the datatype. The table itself is set as a datatype of DATE for the columns specified before the massage. I don't need to change the datatype of the column just the format before I can transfer the data on to the other place. The table datatypes need to stay the same as when the data was transferred the first time for the next transfer.

SQL Server doesn't have "medium date" as a format (that's more like an Access format (maybe?)).

If the input format is strictly mm/dd/yy, ('01/01/16' rather than 1/1/16') you can do this to reformat as 'YYYYMMDD' which is accurate under all SQL settings and inherently sortable as well, btw.

UPDATE RTL 
SET D_ANALYZED = '20' + SUBSTRING([D_ANALYZED], 7, 2) + REPLACE(LEFT([D_ANALYZED], 5), '/', ''),
    D_COLLECTED = '20' + SUBSTRING([D_COLLECTED], 7, 2) + REPLACE(LEFT([D_COLLECTED], 5), '/', ''),
    T_COLLECTED = LEFT(T_COLLECTED,2)+RIGHT(T_COLLECTED,2), 
    D_END = '20' + SUBSTRING([D_END], 7, 2) + REPLACE(LEFT([D_END], 5), '/', ''),
    D_START = '20' + SUBSTRING([D_START], 7, 2) + REPLACE(LEFT([D_START], 5), '/', '')
FROM RTL

Thanks, but what is the format for the following:

from YYYY-MM-DD to DD-Mmm-YY

Nevermind, I got what I needed by using this:

D_ANALYZED = CONVERT(VARCHAR(20),CAST([D_ANALYZED] as datetime), 6)

Thanks to everyone for the info.