This post shows exactly how to do, we will make use of a webserver and a php script to do the task but I guess you could do it through command line as well.
<?php
# Connect
mysql_connect('localhost', 'root', 'pass') or die('Could not connect: ' . mysql_error());
# Choose a database
mysql_select_db('my_db') or die('Could not select database');
$sql = "SELECT TABLE_NAME FROM INFORMATION_SCHEMA.TABLES
WHERE TABLE_SCHEMA = 'my_db'
AND ENGINE <> 'InnoDB'";
$rs = mysql_query($sql);
while($row = mysql_fetch_array($rs))
{
$tbl = $row[0];
$sql = "ALTER TABLE $tbl ENGINE=INNODB";
mysql_query($sql);
}
?>