To enable bulk edit, set bulkedit -> true in set_actions.

"bulkedit"=>true,

To use on_update callback event with bulkedit, you can:

// event handler to manage Bulk Operations
$e["on_update"] = array("update_data","",true);
$g->set_events($e);

function update_data($data)
{
	global $g;
	$selected_ids = $data["id"];
	if (count(explode(",",$selected_ids)) > 1)
	{
		$g->execute_query("UPDATE .... WHERE id IN ($selected_ids)");	
	}
}

// Following sets the bulk edit icon position in toolbar

$grid["bulkedit_options"]["position"] = 4;

Thanks Abu!

is it possible to read,one by one, Ids in $selected_ids ?  and if possible, how ?

You can use foreach loop after exploding the csv string with comma, see following callback …

function update_data($data) 
{ 
  global $g; 
  $selected_ids = $data["id"]; 
  $ids = explode(",",$selected_ids); 
  // check if more than 1 ids are selected 
  if (count($ids) > 1) 
  { 
    foreach($ids as $i) 
    { 
      $g->execute_query("UPDATE .... WHERE id = '$i'"); 
    }
  }
}