It's possible but as I have discovered before you will notice a significant population decrease over time. The stress from other species being in close proximity causes them to breed less. Not to mention they will occasionally eat one another's young. Also eventually the lobster roaches will out-breed, and out-compete the Dubia.
I've probably posted this in dozens of other threads that ask this same question. When you put two different species of roach together in one container, one will very soon or very later out compete the other for food, etc., and even feed on the molting nymphs of the other, until you have one species left.
The most compatible two species are Periplaneta australasiae and Pycnoscelus surinamensis, and even then you will wind up with the Pycnoscelus out consuming the Periplaneta. Both are a pest species in many countries.
I once had Blaptica dubia and Shelfordella tartara in the same bin. The dubias definately were intimidated by the much quicker and more numerous Shelfordella. In fact they never even reached the food, they just cowered and tried to protect their antennas.
There is no reason to do it, i just did it because i had a buyer and he wanted a mixture to feed to his pets, he did not want to breed them.