The relative state between neighbors represents the difference of two connected agents' states, and it possesses specific physical meanings in practice. Under this background, the saturation constraints in the relative state inevitably occur. This article studies the consensus problems under the relative state saturation constraints. Novel adaptive proportional-integral (PI) protocols are designed to solve the constrained consensus problem. Specifically, the adaptive coupling weights and the saturation functions are embedded into the proposed protocols, and the former can render the protocols independent of any global topology graph information, while the latter can confine the relative state to stay in its constrained set. Sufficient conditions are identified under which the constrained consensus can be achieved. Considering that the solution matrix is required to be diagonally dominant, an iterative learning-based heuristic algorithm is proposed to seek the diagonally dominant positive-definite solution matrix. For the special case that the input matrix is row full rank, more stringent saturation functions are constructed, and it not only achieves the constrained consensus but also realizes the nonovershoot and shorter settling time associated with edge states. Besides, this result can be applied to preserve connectivity of the communication network. The theoretical analyses are validated by a simulation example.