Citrix ADC can be used as a Load Balancer, follow the instructions here. The following steps show how StrongKey configured the Citrix Gateway with a load Balancer for their setup.
Go to the Traffic Management >> Load Balancing >> Virtual Server. Click on "ADD" to add a new Load Balancing Virtual Server. Fill in the server name and IP address and click OK. Fill in the details:
After adding the server, click on "No Loading Balancing Virtual Server ServiceGroup Binding" option. This option helps one add the instances of the SKSO.
Create the group of servers by adding the group and individual servers and then bind the service group.
Add the certificate for the Load Balancing machine, change the method to "Round Robin" and create a persistence.
In the final step, change the SAML policy to the link of the Load Balancer. Please follow the link on how to configure SAML server here.