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Global illumination effects such as inter-reflections and subsurface scattering result in systematic, and often significant errors in scene recovery using active illumination. Recently, it was shown that the direct and global components could be separated efficiently for a scene illuminated with a single light source. In this paper, we study the problem of direct-global separation for multiple light sources. We derive a theoretical lower bound for the number of required images, and propose a multiplexed illumination scheme which achieves this lower bound. We analyze the signal-to-noise ratio (SNR) characteristics of the proposed illumination multiplexing method in the context of direct-global separation. We apply our method to several scene recovery techniques requiring multiple light sources, including shape from shading, structured light 3D scanning, photometric stereo, and reflectance estimation. Both simulation and experimental results show that the proposed method can accurately recover scene information with fewer images compared to sequentially separating direct-global components for each light source.