close KernelManager channel sockets when they stop

Otherwise there are dangling sockets on the Context, which cannot terminate.

IPython/zmq/kernelmanager.py

@@ -200,6 +200,10 b' class ShellSocketChannel(ZMQSocketChannel):'
         self.stream = zmqstream.ZMQStream(self.socket, self.ioloop)
         self.stream.on_recv(self._handle_recv)
         self._run_loop()
+        try:
+            self.socket.close()
+        except:
+            pass
 
     def stop(self):
         self.ioloop.stop()
@@ -390,6 +394,10 b' class SubSocketChannel(ZMQSocketChannel):'
         self.stream = zmqstream.ZMQStream(self.socket, self.ioloop)
         self.stream.on_recv(self._handle_recv)
         self._run_loop()
+        try:
+            self.socket.close()
+        except:
+            pass
 
     def stop(self):
         self.ioloop.stop()
@@ -452,6 +460,11 b' class StdInSocketChannel(ZMQSocketChannel):'
         self.stream = zmqstream.ZMQStream(self.socket, self.ioloop)
         self.stream.on_recv(self._handle_recv)
         self._run_loop()
+        try:
+            self.socket.close()
+        except:
+            pass
+        
 
     def stop(self):
         self.ioloop.stop()
@@ -575,6 +588,10 b' class HBSocketChannel(ZMQSocketChannel):'
                 # and close/reopen the socket, because the REQ/REP cycle has been broken
                 self._create_socket()
                 continue
+        try:
+            self.socket.close()
+        except:
+            pass
 
     def pause(self):
         """Pause the heartbeat."""