No mate, they are to different.
The water conditions are the opposite ends of the scale.
It might work in the short term, but long term 1 or the other will die through stress.
Then there is the aggression of the Malawis, and the dietry requirements.
If you want flashy colours and lots of personality, choose Malawis, or a quieter tank go for Gouramis.
Convicts will need to be kept seperate again..
Basically, Malawis in one tank, Gouramis in another tank, and Convicts in another!
What size tank do you have mate?