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This paper proposes an adaptive discretization method, called Split-on-Demand (SoD), to enable the probabilistic model building genetic algorithm (PMBGA) to solve optimization problems in the continuous domain. The procedure, effect, and usage of SoD are described in detail. As an example, the integration of SoD and the extended compact genetic algorithm (ECGA), named real-coded ECGA (rECGA), is presented and numerically examined. The experimental results indicate that rECGA works well and SoD is effective. The behavior of SoD is analyzed and discussed, followed by the potential future work for SoD.

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