BlaBlaBla.php

<?php

class BlaBlaBla extends Migration
{
  // ... up, down whatever
  protected function existsForeignKey($table, $foreignKey)
  {
    $sql = "SELECT KEY_COLUMN_USAGE.CONSTRAINT_NAME
            FROM INFORMATION_SCHEMA.KEY_COLUMN_USAGE
            WHERE KEY_COLUMN_USAGE.TABLE_NAME = '{$table}' AND KEY_COLUMN_USAGE.COLUMN_NAME = '{$foreignKey}'";
    $command = $this->db->createCommand($sql);
    return count($command->queryAll()) > 0;
  }
}