  Pure lattice SU(2) Yang-Mills theory in five dimensions is considered, where
an extra dimension is compactified on a circle. Monte-Carlo simulations
indicate that the theory possesses a continuum limit with a non-vanishing
string tension if the compactification radius is smaller than a certain value
$R_M$ which is $O(1/10)$ of the inverse of the square root of the string
tension. We verify non-perturbatively the power-law running of gauge coupling
constant. Our method can be applied to the investigation of continuum limits in
other higher-dimensional gauge theories.
