We are planing to setup MWG at three locations.
One of the location will have 3 appliances and other locations will have 2 appliances each.
A cluster will be formed at each location and it will have its own Virtual IP address.
Is it possible to centralized management in this scenario?
The virtual IP/HA configuration is completely independent from the central management settings. Central management will only synchronize the policy and updates. So yes, it should be possible.