When the lipids are used as the source of energy, the glycerol from them enters the process of glycolysis. The triglycerides are broken down into the fatty acids and glycerol by the process of hydrolysis. This process of break down of the triglyceride is known as lipolysis and it takes p lace in cytoplasm. The glycerol generated by lipolysis enters the process of glycolysis as DHAP. The fatty acids, however, enters the Kreb's cycle.
Hence, the answer is 'Option A - glycolysis'.