  We study theoretically the formation of black-hole (BH) X-ray binaries.
Consistency of the models with the observed relative numbers of systems with
low-mass (<2 M_sun) and intermediate-mass (~2 M_sun - M_{BH}) donors leads to
severe constraints on the evolutionary parameters of the progenitors. In
particular, we find that (i) BH progenitor masses cannot exceed about 2 M_{BH};
(ii) high values of the common-envelope efficiency parameter (alpha_{CE} > 1)
are required, implying that energy sources other than orbital contraction must
be invoked to eject the envelope; (iii) the mass-loss fraction in helium-star
winds is limited to be <50%. Outside of this limited parameter space for
progenitors we find that either BH X-ray binary formation cannot occur at all
or donors do not have the full range of observed masses. We discuss the
implications of these results for the structure of massive hydrogen-rich stars,
the evolution of helium-stars, and BH formation. We also consider the possible
importance of asymmetric kicks.
