[database] What's wrong with foreign keys?

The argument I have heard is that the front-end should have these business rules. Foreign keys "add unnecessary overhead" when you shouldn't be allowing any insertions that break your constraints in the first place. Do I agree with this? No, but that is what I have always heard.

EDIT: My guess is he was referring to foreign key constraints, not foreign keys as a concept.

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What's wrong with foreign keys?