Generative models frequently suffer miscalibration, wherein statistics of the sampling distribution, such as the fraction of generations in a given class, deviate from desired values. We frame calibration as a constrained optimization problem and seek the closest model in Kullback-Leibler divergence satisfying a calibration constraint. To address the intractability of imposing these constraints exactly, we introduce two surrogate objectives for fine-tuning: (1) the relax loss, which replaces the constraint with a miscalibration penalty, and (2) the reward loss, which converts calibration into a reward fine-tuning problem. We demonstrate that these approaches substantially reduce calibration error across hundreds of simultaneous constraints and models with up to nine billion parameters, spanning applications in protein design, image generation, and language modeling.