Update: As of C++17, lambdas are permitted in constant expressions.
Lambdas are currently (C++14) not allowed in constant expressions as per [expr.const]/(2.6), but they will once N4487 is accepted (which can be found in the working draft N4582):
This proposal suggests allowing lambda-expressions in constant
expressions, removing an existing restriction. The authors propose
that certain lambda-expressions and operations on certain closure
objects be allowed to appear within constant expressions. In doing so,
we also propose that a closure type be considered a literal type if
the type of each of its data-members is a literal type; and, that if
theconstexpr
specifier is omitted within the lambda-declarator, that
the generated function call operator beconstexpr
if it would satisfy
the requirements of aconstexpr
function (similar to the
constexpr
inference that already occurs for implicitly defined
constructors and the assignment operator functions).