Illumination of a colloidal suspension of dielectric nanoparticles (50 nm in radius) with counter-propagating non-interfering laser beams of sufficient power leads to spatial redistribution of particles due to associated optical forces and formation of colloidal structures composed of thousands of nanoparticles along the beams. We employ a weak probe beam propagating through the colloidal structure and demonstrate that the colloidal structure acts effectively as a non-linear optical medium, similar to a gradient index lens, with optical transformation properties externally tunable by trapping laser power. With an increasing number of nanoparticles we observe the formation of a more complex colloidal structure axially and even laterally and we explain the origin of this process.