Peg Game Solver

peggame.py

class Triangle5(object):
    def __init__(self, missing):
        # source, jumped, destination
        self.jumps = [(0,1,3),
                      (0,2,5),
                      (1,3,6),
                      (1,4,8),
                      (2,4,7),
                      (2,5,9),
                      (3,1,0),
                      (3,4,5),
                      (3,6,10),
                      (3,7,12),
                      (4,7,11),
                      (4,8,13),
                      (5,4,3),
                      (5,8,12),
                      (5,9,14),
                      (6,3,1),
                      (6,7,8),
                      (7,4,2),
                      (7,8,9),
                      (8,4,1),
                      (8,7,6),
                      (9,5,2),
                      (9,8,7),
                      (10,6,3),
                      (10,11,12),
                      (11,7,4),
                      (11,12,13),
                      (12,7,3),
                      (12,8,5),
                      (12,11,10),
                      (12,13,14),
                      (13,8,4),
                      (13,12,11),
                      (14,9,5),
                      (14,13,12)]
        
        self.pegs = set([0,1,2,3,4,5,6,7,8,9,10,11,12,13,14])
        self.pegs.remove(missing)
        self.moves_made = []
        self.won = False
            
    def can_move(self, move):               
        return (move[0] in self.pegs and
                move[1] in self.pegs and
                move[2] not in self.pegs)
            
    def valid_moves(self):
        return filter(self.can_move, self.jumps)
    
    def make_move(self, move):
        if self.can_move(move):
            self.pegs.remove(move[0])
            self.pegs.remove(move[1])            
            self.pegs.add(move[2])
            self.moves_made.append(move)
            
    def undo(self):
        move = self.moves_made.pop()
        self.pegs.add(move[0])
        self.pegs.add(move[1])
        self.pegs.discard(move[2])        
    
    def solve(self):
        if self.won:
            return 
        for move in self.valid_moves():
            self.make_move(move)
            if len(self.pegs) == 1:
                print self.moves_made
                self.won = True
            self.solve()
            self.undo()
            
    def val(self, n):
        return "x " if n in self.pegs else "- "
    
    def __str__(self):
        return ("     " + self.val(0) + "\n    " +
                self.val(1) + self.val(2) + "\n   " +
                self.val(3) + self.val(4) + self.val(5) + "\n  " +
                self.val(6) + self.val(7) + self.val(8) + self.val(9) + "\n " +
                self.val(10) + self.val(11) + self.val(12) + self.val(13) + self.val(14))

                
for i in range(0,5):   
    t = Triangle5(i)
    print "Solution for start " + str(i)
    t.solve()

A small bug in your code: in the jumps list, (0,2,5) is included but (5,2,0) is missing.