Constraints obviously also depend on the problem formulation (for example: weights sum to 1 will translate to active weights sum to 0 if we optimize relative positions)
Apart from the most important ones the unit investment constraints (weights sum to 1 or money invested sums to NAV), sometimes short-selling constraints,
very often you see constraints on the number of securities held or traded.
Depending on the problem, also constraints on portfolio characteristics, such as FX exposure, Non-rated or asset class exposures.
Unfortunately there is no standard literature on this.
The reason for this being: Every optimization problem is different and the constraints come from the practical application itself.
Disclosure/Addendum: One thing is considering constraints, the other one is translating them into a format the optimizer understands. More often than not, this is harder than you think.