Let $n\geq 2$ be a positive integer. Find the minimum value of positive integer $m$ for which there exist positive integers $a_1,\ a_2,\ \cdots, a_n$ such that :

$\bullet\ a_1<a_2<\cdots <a_n=m$

$\bullet \ \frac{a_1^2+a_2^2}{2},\ \frac{a_2^2+a_3^2}{2},\ \cdots,\ \frac{a_{n-1}^2+a_n^2}{2}$ are all square numbers.
1. **Understanding the Problem:**
   We need to find the minimum value of a positive integer \( m \) such that there exist positive integers \( a_1, a_2, \ldots, a_n \) with \( a_1 < a_2 < \cdots < a_n = m \) and the sequence \( \frac{a_1^2 + a_2^2}{2}, \frac{a_2^2 + a_3^2}{2}, \ldots, \frac{a_{n-1}^2 + a_n^2}{2} \) are all perfect squares.

2. **Analyzing the Condition:**
   For each \( k \) from 1 to \( n-1 \), we need \( \frac{a_k^2 + a_{k+1}^2}{2} \) to be a perfect square. Let \( \frac{a_k^2 + a_{k+1}^2}{2} = c_k^2 \) for some integer \( c_k \). This implies:
   \[
   a_k^2 + a_{k+1}^2 = 2c_k^2
   \]

3. **Formulating the Sequence:**
   We need to find a sequence \( a_1, a_2, \ldots, a_n \) such that \( a_1 < a_2 < \cdots < a_n = m \) and the above condition holds. We start by considering the smallest possible values for \( a_1 \) and \( a_2 \).

4. **Base Case:**
   Let's start with \( a_1 = 1 \). Then we need \( a_2 \) such that:
   \[
   1^2 + a_2^2 = 2c_1^2 \implies 1 + a_2^2 = 2c_1^2 \implies a_2^2 = 2c_1^2 - 1
   \]
   For \( a_2 \) to be an integer, \( 2c_1^2 - 1 \) must be a perfect square. Let \( 2c_1^2 - 1 = k^2 \). Then:
   \[
   2c_1^2 = k^2 + 1
   \]
   This is a Pell's equation of the form \( x^2 - 2y^2 = -1 \). The fundamental solution to this equation is \( (x, y) = (1, 1) \). Therefore, \( c_1 = 1 \) and \( a_2 = 1 \).

5. **General Case:**
   Suppose \( a_k = 2k^2 - 1 \). We need to show that \( a_{k+1} = 2(k+1)^2 - 1 \) satisfies the condition:
   \[
   a_k^2 + a_{k+1}^2 = 2c_k^2
   \]
   where \( a_k = 2k^2 - 1 \) and \( a_{k+1} = 2(k+1)^2 - 1 \).

6. **Verification:**
   \[
   a_k = 2k^2 - 1, \quad a_{k+1} = 2(k+1)^2 - 1
   \]
   \[
   a_k^2 + a_{k+1}^2 = (2k^2 - 1)^2 + (2(k+1)^2 - 1)^2
   \]
   \[
   = (4k^4 - 4k^2 + 1) + (4(k^2 + 2k + 1)^2 - 4(k^2 + 2k + 1) + 1)
   \]
   \[
   = 4k^4 - 4k^2 + 1 + 4(k^4 + 4k^3 + 6k^2 + 4k + 1) - 4(k^2 + 2k + 1) + 1
   \]
   \[
   = 4k^4 - 4k^2 + 1 + 4k^4 + 16k^3 + 24k^2 + 16k + 4 - 4k^2 - 8k - 4 + 1
   \]
   \[
   = 8k^4 + 16k^3 + 16k^2 + 8k + 2
   \]
   \[
   = 2(4k^4 + 8k^3 + 8k^2 + 4k + 1)
   \]
   \[
   = 2c_k^2
   \]
   where \( c_k = \sqrt{4k^4 + 8k^3 + 8k^2 + 4k + 1} \).

7. **Conclusion:**
   The sequence \( a_k = 2k^2 - 1 \) satisfies the given conditions. Therefore, the minimum value of \( m \) is \( 2n^2 - 1 \).

The final answer is \(\boxed{2n^2 - 1}\).