Cycles Light (Shadow) Sampling

Software:
Blender 2.79

By default, in Path Tracing Integrator Mode, Cycles traces one ray randomly between all lights (per each camera – AA sample).
So if some lights in the scene are more important than others this will cause inefficient light sampling.
* Especially if there are a few important lights and many unimportant ones.

Light sampling can be set per light by switching the Integrator Mode to Branched Path Tracing, making sure Sample All Direct Lights is checked, and the setting the number of samples per light in the light parameters.
* The option to set the number of samples at the light parameters is only available in Branched Path Tracing Mode.

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In the example below there are 3 lights.
The light on the right has 64 a samples per AA sample, while the 2 other lights have just 1 sample.

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More on Cycles sampling:
https://docs.blender.org/manual/en/dev/render/cycles/settings/scene/render/integrator.html#sampling