One of the main objective in controlling a pressurized water reactor of a nuclear power plant is to regulate the temperature of the water of the primary circuit while satisfying many constraints on both input and measured variables. We describe two approaches to deal with such constraints. The first approach is a classical 2-step design procedure where the synthesis is oblivious of the constraints and then an anti-windup compensation is added. The second approach is a 1-step design procedure, reminiscent to predictive control, where the constraints are taken into account in the synthesis. Comparative simulations results are presented.