Also, if you need jpegtran, you can find it in the libjpeg-turbo-progs package. This has all the optimisation features of its Windows counterpart but you have to use it via the command line and it's frankly, quite a pain to use.

There are other ways of looping over files, but here I'll use find. The following will look for *.jpgs in the current directory. (Note this is not the same as previous versions of this post, for simplicity)

cd /path/with/jpgs

find . -exec jpegtran -optimize -outfile "{}.opti.jpg" "{}" ;

If you want it to save over itself, you can. Change the -outfile argument to "{}".