Add local shutdown to process group agent (#30330)
Summary:
Pull Request resolved: https://github.com/pytorch/pytorch/pull/30330
This is now possible due to previous changes made in `gloo` and `ProcessGroupGloo`. We `abort` the listener thread that is waiting for a message, and join all other threads. The API is changed so that the previous `wait_all_workers` does not destroy the agent, and this is now done in a new `shutdown` method. All callsites are updated appropriately.
ghstack-source-id: 94673884
ghstack-source-id: 94673884
Test Plan: Unit tests pass.
Reviewed By: mrshenli
Differential Revision: D18661775
fbshipit-source-id: 5aaa7c14603e18253394224994f6cd43234301c2
