We have both Princess our Yorkie and Mandy our Rottie. They are best friends, people laugh when they see them together. Now there are some very strong large dogs out there, but we got lucky with Mandy because she thinks she's a Yorkie. We got Mandy because Princess was so upset when Roxanne our other Rottie pass away of old age. Roxanne took to Princess like she was her puppy.
I would take it slow and make sure to always supervise them. Soon you will feel comfortable with them playing. Because they are not living in the same homes, try and have lots of play dates, if they are playing at home make sure there are toys out for both of them and put their special toys away. Princess has toys that are only for her because she plays with them. Mandy on the other hand likes to chew them up. I'm sure you love getting Yorkie kisses, well get ready for Rottie kisses, there not as good LOL, theirs are really sloppy. It's not always easy having a large and small furbaby, but it can work. It works out just fine here. Best of luck to you.