https://saerasoft.com/caesium/
https://ffmpeg.org/

Web-based applications:
http://compressjpeg.com/
http://optimizilla.com/
https://tinypng.com/
https://compressor.io/
http://jpeg-optimizer.com/

Useful list:
http://www.creativebloq.com/design/image-compression-tools-1132865