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In this paper, the cooperative control of heterogeneous multi-agent systems (HMASs) subject to certain constraints are surveyed. First, HMASs are classified into two categories, namely, weak and strong HMASs, according to different cooperative behaviours. Then, control strategies are discussed for HMASs when facing different sorts of constraints imposed on the agent dynamics and on the communication networks. Subsequently, some latest results on the cooperative control subject to various kinds of constraints are summarized. Finally, conclusions are drawn, and several possible future research directions are pointed out.