No. As long as you are safe and dont do something stupid like take you typical dose of both at the same time, unless somehow you're sure you can handle it.
When I was in the hospital after a surgery they pushed 2mg dilaudid (hydromorphone), and gave me two percocet (oxycodone), then I took a norco (hydrocodone) as soon as I left. Needless to say I was feeling good, just got my tonsils burned out of my throat and was drinking a smoothie singing 'When the Saints go Marching In" So yeah, combining them is okay.