It there a possible way that I could scale all the objects individually? I'm working on a complicated building which my goal is to keep the multiple objects in their respective groups and scale all objects at once. Instead of using Ctrl+J function to group everything into 1 object and scale it. 

Appreciate some advice. Thanks.
Try simply selecting all your objects and scale the whole selection.
It doesen't work if the pivot point is set to "individual origin".
All the others options will scale your objects maintaining shapes and proportions