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I have an external program that calls Mathematica scripts upon certain events. Each script requires a large Mathematica library to load (takes a while).

Is there some way to run an initial script that loads the library, then each following script call uses the same Kernel?

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Perhaps setup a daemon script that loads the library, then "listens" for requests for actual scripts, executes them, and pipes/stores results as needed. –  ciao Apr 1 '14 at 0:18

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