Why do I get a 404 for my sitemap index after installing Yoast? [closed]

I just installed the Yoast plugin on my WordPress blog, so that I can automatically create my sitemap xml. However when I visit the page sitemap_index.xml I get a “404 page not found” error. Why isn’t my sitemap there?

Go to Admin > Settings > Permalinks and click save without altering anything

“Sometimes resetting the permalink structure will quickly solve a 404 error from a recent change to your installation.”

See http://kb.yoast.com/article/77-my-sitemap-index-is-giving-a-404-error-what-should-i-do for further details