Most microalgae strains have rigid cell walls. Therefore, the cells need to be disrupted in order to release intracellular lipids and cell wall lipids as well. Ultrasonication is the most commonly used method.

http://link.springer.com/article/10.1007%2Fs00449-014-1126-4

Use cell disruption techniques coupled with solvent extraction. find attached article

http://www.tsijournals.com/articles/extraction-of-oil-from-algae-by-solvent-extraction-and-oil-expeller-method.pdf