Update requirements concerning ZMQ version

Commit 60fbb6ffa616512f947c57f76eee44e33436b36e requires ZMQ >= 3.2.0.
PyZMQ should be >= 2.2.0 to fully support ZMQ 3.x.
Merge pull request #9178 from tmartinfr/fix-doc-zmq

Update requirements concerning ZMQ version