For constraints one can easily project on, ProximalAlgorithms implements a couple of algorithmic schemes that rely on L-BFGS to solve constrained problems, see for example: https://juliafirstorder.github.io/ProximalAlgorithms.jl/dev/implemented_algorithms/#ProximalAlgorithms.PANOCIteration
(Note that the documentation only refers to the master branch, and I’m currently working on a couple of breaking changes there to improve things)