Many solid materials and liquid crystals exhibit geometric frustration, meaning that they have an ideal local structure that cannot fill up space. For that reason, the global phase must be a compromise between the ideal local structure and geometric constraints. As an explicit example of geometric frustration, we consider a chiral liquid crystal confined in a long cylinder with free boundaries. When the radius of the tube is sufficiently small, the director field forms a double-twist configuration, which is the ideal local structure. However, when the radius becomes larger (compared with the natural twist of the liquid crystal), the double-twist structure cannot fill space, and hence the director field must transform into some other chiral structure that can fill space. This space-filling structure may be either (1) a cholesteric phase with single twist, or (2) a set of double-twist regions separated by a disclination, which can be regarded as the beginning of a blue phase. We investigate these structures using theory and simulations, and show how the relative free energies depend on the system size, the natural twist, and the disclination energy. As another example, we also study a cholesteric liquid crystal confined between two infinite parallel plates with free boundaries.