Hi,
I am not aware of any way to do this in PyTorch. However, it seems like your usecase is very easily fixed writing a bash script. You can use the same .py script using different arguments  and call it in  a bash script as such:
python train.py --warmup --model_out "weights.ckpt" # warmup
python train.py --strategy_1 --model_in "weights.ckpt" --model_out "strategy_1.ckpt"
python train.py --strategy_2 --model_in "weights.ckpt" --model_out "strategy_2.ckpt"
python train.py --compare --models_to_compare  "strategy_1.ckpt" "strategy_2.ckpt"

Then you just run the above script with bash run.sh.
Hope this helps!