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I have a table that has several ID columns to other tables.

I want a foreign key to force integrity only if I put data in there. If I do an update at a later time to populate that column, then it should also check the constraint.

(This is likely database server-dependent, I'm using MySQL & InnoDB table type)

I believe this is a reasonable expectation, but correct me if I am wrong.

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If the value is not NULL then you can enforce the constraint. 

You can easily test this with the following example:

CREATE DATABASE t;

USE t;

CREATE TABLE parent (id INT NOT NULL,

                     PRIMARY KEY (id)

) ENGINE=INNODB;

CREATE TABLE child (id INT NULL, 

                    parent_id INT NULL,

                    FOREIGN KEY (parent_id) REFERENCES parent(id)

) ENGINE=INNODB;

INSERT INTO child (id, parent_id) VALUES (1, NULL);

-- Query OK, 1 row affected (0.01 sec)

INSERT INTO child (id, parent_id) VALUES (2, 1);

-- ERROR 1452 (23000): Cannot add or update a child row: a foreign key 

-- constraint fails (`t/child`, CONSTRAINT `child_ibfk_1` FOREIGN KEY

-- (`parent_id`) REFERENCES `parent` (`id`))

Here, you can observe that the first insert will pass because we insert a NULL in the parent_id and the second insert fails because of the foreign key constraint. As we are trying to insert a value that does not exist in the parent table.

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