don't keep files permanently opened

Should fix https://github.com/JuliaLang/julia/issues/8935

@ihnorton @vtjnash @mlubin any thoughts? Could alternately try a finalizer or something, but this seems to work in testing.

It did however reveal an issue where none of the coin-or dll's from WinRPM that JuliaOpt is using can be `dlopen`ed, I'm not sure what could cause that.