Many violets would be past flowering by the time many roses started, so you would have green groundcover, which might be OK, but would not be an 'accent'. Also, if you mulch your roses heavily, it would be difficult to grow violets there - they would not like the acidity/richness of the mulch and they would have difficulty growing through it (they can grow through a few loose leaves OK).

If you don't mulch, I'd suggest growing something from the pansy side of the Viola family - something like Viola cornuta. This comes in blue, white and pinky flower colours, and flowers later in the spring/summer. I have seen it used to good effect below the famous roses in the beds at Mottisfont Abbey in Hampshire, UK. It can cover the ground with foliage, while giving a good show of flowers as well. It is quite perennial, so the effect can build up over a few years. It is also OK in light shade.

Unfortunately, I cannot suggest a source of these for you in Indiana.