Yes, that is prohibited. Just as otherwise you cannot declare variables of differing types in one declaration statement (edit: modulo the declarator modifiers that @MrLister mentions). You can declare structs
for (struct { int a = 0; short b = 0; } d; d.a < 10; ++d.a, ++d.b ) {}
C++03 code:
for (struct { int a; short b; } d = { 0, 0 }; d.a < 10; ++d.a, ++d.b ) {}
Of course when all are 0
, you can omit the initializers altogether and write = { }
.