add a checkbox input and use this code to select or unselect all.

select2_select_all.js

// credits: http://jsfiddle.net/jeadr/62/

$("#e1").select2();
$("#checkbox").click(function(){
    if($("#checkbox").is(':checked') ){
        $("#e1 > option").prop("selected","selected");
        $("#e1").trigger("change");
    }else{
        $("#e1 > option").removeAttr("selected");
         $("#e1").trigger("change");
     }
});