hi all, I've done support of discrete variables for interalg - free (license: BSD) solver with specifiable accuracy, you can take a look at an example here It is written in Python + NumPy, and I hope it's speed will be essentially increased when PyPy (Python with dynamic compilation) support for NumPy will be done (some parts of code are not vectorized and still use CPython cycles). Also, NumPy funcs like vstack or append produce only copy of data, and it also slows the solver very much (for mature problems). Maybe some bugs still present somewhere - interalg code already became very long, but since it already works, you could be interested in trying to use it right now. Regards, D.
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