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the idea is that разогрев implies physical warming process,

разминка, разминать may imply intellectual type of games, intellectual warmup, yknowwhatImean....

also possible разогрев. Они разогреваются (разминаются) перед игрой - they are warming up before the game.

quite interchangable.

In specific contexts it can be тренировка. (like training a...