You can do that with ImageMagick which is installed on most Linux distros and is available for OSX and Windows.
Make a copy before experimenting on a small batch of images!
You can do a whole directory full of JPEGs like this:
mogrify -interlace plane *.jpg
Or, if you want to do one at a time:
convert input.jpg -interlace plane output.jpg
Or, if you want to do a whole directory and every subdirectory on Linux/OSX:
find . -iname \*.jpg -exec convert {} -interlace plane {} \;
Or, you can use GNU Parallel on Linux/OSX if you want to get the job done faster. That goes like this:
parallel -X mogrify -interlace plane ::: *.jpg
If you want the output in a directory called "progressive", use:
mkdir progressive
parallel -X mogrify -path progressive -interlace plane ::: *.jpg
You can also do it with jpegtran which is miles easier to install:
jpegtran -copy none -progressive input.jpg output.jpg