Answer: You will need to remove the vinca at least in the spots where you plan to plant the roses. This will help the roses get established; otherwise, the vinca's roots will compete for water and nutrients. You will also need to prepare the soil well for the roses to do their best. Eventually the vinca will spread back into the areas you have cleared. Depending on the type of rose you plant, this may or may not be a problem as some roses are more tolerant of that type of competition than others. As an aside, vinca minor (creeping myrtle) is often planted in areas where it is too shady to grow roses well. Do be sure your roses will receive enough sun in that area.
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