LocalParallelPipeline should clean up child processes when killed

The user should not have to manually clean up child processes. There are a few solutions here, we should use one of them:

http://stackoverflow.com/questions/25542110/kill-child-process-if-parent-is-killed-in-python

Locate the LocalParallelPipeline implementation and review the linked Stack Overflow discussion for possible child-process cleanup approaches. The work is complete when killing the parent process also cleans up its child processes without requiring manual intervention.

Written by the indexing model from the issue text.