How can I use a select2 selectbox with dataTables?

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You need to instantiate select2 after dataTables is initialised. You can do that in the drawCallback callback.
Do not use id's to reference the select2's. I guess you will have a lot of select2's on multiple pages, so give them a dummy class like dt-select2 so you can initialise all visible select2's in one call. But by all mean preserve the id's for reference in event handlers.

Example :

$('#example').DataTable({
  ...
  drawCallback: function() {
     $('.dt-select2').select2();
  }
})

demo -> http://jsfiddle.net/u91javfy/

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