mysqldump -all-databases include all objects ?
I have to migrate all databases to new server.
No mysqldump -all-databases does not include all objects
So mysqldump with --all-databases only dumps all the databases.
In order to migrate all the databases to a new server, you should take a complete backup :
mysqldump an entire mysql instance
The drawback is that backups created this way can only be reloaded into the same major release version of mysql that the mysqldump was generated with. In other words, a mysqldump --all-databases from a MySQL 5.0 database cannot be loaded in 5.1 or 5.5. The reason ? The mysql schema is totally different between major releases.
Here is the generic way to dump the SQL Grants for users that is readble and more portable
Have a look at answer from RolandoMySQLDBA on How can I optimize a mysqldump of a large database ?