Numerous methods for crafting adversarial examples were proposed recently with high success rate. Since most existing machine learning based classifiers normalize images into some continuous, real vector, domain firstly, attacks often craft adversarial examples in such domain. However, "adversarial" examples may become benign after denormalizing them back into the discrete integer domain, known as the discretization problem. This problem was mentioned in some work, but has received relatively little attention. In this work, we first conduct a comprehensive study of existing methods and tools for crafting. We theoretically analyze 34 representative methods and empirically study 20 representative open source tools for crafting adversarial images. Our study reveals that the discretization problem is far more serious than originally thought. This suggests that the discretization problem should be taken into account seriously when crafting adversarial examples and measuring attack success rate. As a first step towards addressing this problem in black-box scenario, we propose a black-box method which reduces the adversarial example searching problem to a derivative-free optimization problem. Our method is able to craft adversarial images by derivative-free search in the discrete integer domain. Experimental results show that our method is comparable to recent white-box methods (e.g., FGSM, BIM and C\&W) and achieves significantly higher success rate in terms of adversarial examples in the discrete integer domain than recent black-box methods (e.g., ZOO, NES-PGD and Bandits). Moreover, our method is able to handle models that is non-differentiable and successfully break the winner of NIPS 2017 competition on defense with 95\% success rate. Our results suggest that discrete optimization algorithms open up a promising area of research into effective black-box attacks.