Solving problem in connection between Linux VM and Azure SQL.

sysctl.conf

# This should be placed in /etc/sysctl.conf file so these
# settings are available on system reboot. After change
# execute:
#
# sudo service procps start
#
# To check values execute:
#
# sudo cat /proc/sys/net/ipv4/tcp_keepalive_time
#

# Wa added these lines because of Microsoft Azure problem.
# Azure team suggested to decrease keep-alive intervals to 1 sec
# Obviously there are serious network problems on Azure and
# they diturb our connection with Azure SQL. The only way to
# overcome it, at the moment, is to adjust Linux settings.
# Hopefully Azure will make their hardware work better.
# Recomended values can be found at:
# http://technet.microsoft.com/en-us/library/hh290696.aspx
# default value is 7200
net.ipv4.tcp_keepalive_time=30
# default value is 75
net.ipv4.tcp_keepalive_intvl=30
# default value is 9
net.ipv4.tcp_keepalive_probes=20