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The "simple" solution is to take advantage of the fact that the SP is divided into two pieces, and all of the session state is maintained in the shibd process rather than the web server. While the SP installation requires that you install both halves on each machine, you don't actually have to use both halves on each server. If you have a fast enough, and secure enough, network, you can utilize a TCP connection to connect a number of web servers running the SP to a single shibd "listener" process. This process can run on any of the cluster nodes, or on a separate box devoted to it. To set this up, just use the follow the documentation for using the TCP Listener plugin.
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