Add support for constraints for the other AD backends

[ValentinKaisermayer]

Apart from ForwardDiff.jl no other AD backend supports constraints. Is this just a lack of implementation or is there a deeper issue?

[ChrisRackauckas]

It just needs someone to do it.

[DanielVandH]

I'm interested in working on this as I need constraints and FiniteDiff.jl for my work.

I've never worked on a separate repo like this before, though - @ChrisRackauckas do you have any resources that I can refer to for help with branching from a separate repo -> making changes -> submitting the pull request (on Windows)? I tried it myself with remotes in VS Code but things kept breaking with the Julia language server somehow. If you have those that'd be much appreciated and I'd try and implement this.

[ChrisRackauckas]

I described my workflow here: https://www.youtube.com/watch?v=QVmU29rCjaA

I have since moved from Atom to VS Code, but other than that most of the workflow is the same.