Combinatorics in integer programming, pretty cool...
You are facing a typical case of integer programming with a non-linear cost function. What you can do (like always in those cases), is to define
$ \forall i \in [1,k], \forall n \in [0,m], Y_{i,m} $ the binary variable equal to $1$ iff $X_i = n$.
Your problem then becomes
$\min \sum_{i \in [1,k]} \sum_{n \in [0,m]} \alpha_i \binom{n}{r} Y_{i,n} $
s.t. $ \sum_{i \in [1,k]} \sum_{n \in [0,m]} n \cdot Y_{i,n} = m $
$\forall i \in [1,k], \sum_{n \in [0,m]} Y_{i,n} = 1$
Which is linear
I hope for you that this trick doesn't make an unsolvable MIP (I don't know the size of your problem). This kind of linearization trick is usually expensive computation-wise.
I sincerely wish you find a trick requiring less variables (for instance, if you are lucky enough so that $\binom{X_i}{r}$ is always convex, you don't need all of this). Good luck