Zmq occasionally hangs when ps app exits.

I've been intensively using ps-lite, specifically [difacto](https://github.com/dmlc/wormhole/tree/master/learn/difacto) in [wormhole](https://github.com/dmlc/wormhole) based on ps-lite. It occasionally happens that one difacto.dmlc process (which should be the scheduler) hangs after the workers/servers have finished all the iterations. I reproduced this issue both in local and YARN modes.

And the thread stack dump shows:

```
(gdb) bt
#0 0x00000031da4df343 in poll () from /lib64/libc.so.6
#1 0x000000000051cfca in zmq::signaler_t::wait (this=0x136eaf8, timeout_=-1) at src/signaler.cpp:218
#2 0x0000000000515be0 in zmq::mailbox_t::recv (this=0x136ea98, cmd_=0x7fffbbeb4670, timeout_=-1) at src/mailbox.cpp:80
#3 0x000000000050f03c in zmq::ctx_t::terminate (this=0x136ea00) at src/ctx.cpp:167
#4 0x000000000046ba14 in ps::Van::~Van (this=0x7b7e28, __in_chrg=) at src/system/van.cc:24kj
#5 0x0000000000461aef in ps::Manager::~Manager (this=0x7b7cf8, __in_chrg=) at src/system/manager.cc:16
#6 0x0000000000466b00 in ps::Postoffice::~Postoffice (this=0x7b7c40, __in_chrg=) at src/system/postoffice.cc:8
#7 0x00000031da435e22 in exit () from /lib64/libc.so.6
#8 0x00000031da41ed24 in __libc_start_main () from /lib64/libc.so.6
#9 0x0000000000409b51 in _start ()
(gdb) info threads
3 Thread 0x7ff3e4ee3700 (LWP 14957) 0x00000031da4e9163 in epoll_wait () from /lib64/libc.so.6
2 Thread 0x7ff3e44e2700 (LWP 14958) 0x00000031da4e9163 in epoll_wait () from /lib64/libc.so.6
* 1 Thread 0x7ff3e4f66780 (LWP 14948) 0x00000031da4df343 in poll () from /lib64/libc.so.6
(gdb) thread 2
[Switching to thread 2 (Thread 0x7ff3e44e2700 (LWP 14958))]#0 0x00000031da4e9163 in epoll_wait () from /lib64/libc.so.6
(gdb) bt
#0 0x00000031da4e9163 in epoll_wait () from /lib64/libc.so.6
#1 0x000000000051518b in zmq::epoll_t::loop (this=0x1373200) at src/epoll.cpp:156
#2 0x00000000005277ee in thread_routine (arg_=0x1373280) at src/thread.cpp:96
#3 0x00000031dac079d1 in start_thread () from /lib64/libpthread.so.0
#4 0x00000031da4e8b6d in clone () from /lib64/libc.so.6
(gdb) thread 3
[Switching to thread 3 (Thread 0x7ff3e4ee3700 (LWP 14957))]#0 0x00000031da4e9163 in epoll_wait () from /lib64/libc.so.6
(gdb) bt
#0 0x00000031da4e9163 in epoll_wait () from /lib64/libc.so.6
#1 0x000000000051518b in zmq::epoll_t::loop (this=0x136ee30) at src/epoll.cpp:156
#2 0x00000000005277ee in thread_routine (arg_=0x136eeb0) at src/thread.cpp:96
#3 0x00000031dac079d1 in start_thread () from /lib64/libpthread.so.0
#4 0x00000031da4e8b6d in clone () from /lib64/libc.so.6
```

Can you guys look into this? @mli @tqchen