As interesting as that sounds, first of all, I think pumpkins will try to climb up the rose bushes instead of meeky crawling along the ground. You will need to strictly monitor the vines and keep them away. Pumpkin vines climbing the roses will most certainly bring them down, and you will have "Pumpkins that ate the rose garden" scenario.
Also, both pumpkins and roses are prone to fungal diseases and the lush/dense canopy of pumpkin leaves in restricted space will inhibit air movement and create a humid environment for powdery mildew infeststion that the roses will inherit and they will also become more susceptible to black spot.
Roses by themselves could be sprayed with stronger stuff, but you would not want to spray the pumpkins with the more toxic sprays if they are for eating.
I would consider putting up a STURDY trellis/fence for the pumpkins to climb on. By supporting the fruits with slings, etc. and occasionally helping out by tying up the vines, they can be grown on a vertical surface.