Install Jpegtran:
$ apt-get install libjpeg-progs
Convert one file to Progressive JPEG and optimize with Jpegtran:
$ jpegtran -progressive -optimize -outfile image.jpg image.jpg
Convert all files to Progressive JPEG and optimize with Jpegtran:
$ find /the/image/path -name "*.jpg" -type f -exec jpegtran -copy none -optimize -outfile {} {} \;