How do I remove a CLOSE_WAIT socket connection

CLOSE_WAIT means your program is still running, and hasn't closed the socket (and the kernel is waiting for it to do so). Add -p to netstat to get the pid, and then kill it more forcefully (with SIGKILL if needed). That should get rid of your CLOSE_WAIT sockets. You can also use ps to find the pid.

SO_REUSEADDR is for servers and TIME_WAIT sockets, so doesn't apply here.

You can forcibly close sockets with ss command; the ss command is a tool used to dump socket statistics and displays information in similar fashion (although simpler and faster) to netstat.

To kill any socket in CLOSE_WAIT state, run this (as root)

$ ss --tcp state CLOSE-WAIT --kill

You may also filter your action

$ ss --tcp state CLOSE-WAIT '( dport = 22 or dst 1.1.1.1 )' --kill

As described by Crist Clark.

CLOSE_WAIT means that the local end of the connection has received a FIN from the other end, but the OS is waiting for the program at the local end to actually close its connection.

The problem is your program running on the local machine is not closing the socket. It is not a TCP tuning issue. A connection can (and quite correctly) stay in CLOSE_WAIT forever while the program holds the connection open.

Once the local program closes the socket, the OS can send the FIN to the remote end which transitions you to LAST_ACK while you wait for the ACK of the FIN. Once that is received, the connection is finished and drops from the connection table (if your end is in CLOSE_WAIT you do not end up in the TIME_WAIT state).