I have resolved issue with the help of this link http://www.bootply.com/122726. hopefully will help you
Add option in select2 jquery and bind your ajax call with created link id(#addNew) for new option from backend. and the code
$.getScript('http://ivaynberg.github.io/select2/select2-3.4.5/select2.js',function(){
$("#mySel").select2({
width:'240px',
allowClear:true,
formatNoMatches: function(term) {
/* customize the no matches output */
return "<input class='form-control' id='newTerm' value='"+term+"'><a href='#' id='addNew' class='btn btn-default'>Create</a>"
}
})
.parent().find('.select2-with-searchbox').on('click','#addNew',function(){
/* add the new term */
var newTerm = $('#newTerm').val();
//alert('adding:'+newTerm);
$('<option>'+newTerm+'</option>').appendTo('#mySel');
$('#mySel').select2('val',newTerm); // select the new term
$("#mySel").select2('close'); // close the dropdown
})
});
<div class="container">
<h3>Select2 - Add new term when no search matches</h3>
<select id="mySel">
<option>One</option>
<option>Two</option>
<option>Three</option>
<option>Four</option>
<option>Five</option>
<option>Six</option>
<option>Twenty Four</option>
</select>
<br>
<br>
</div>