Use the basic knowledge of software engineering.

class MultipleOptimizer(object):
    def __init__(*op):
        self.optimizers = op

    def zero_grad(self):
        for op in self.optimizers:
            op.zero_grad()

    def step(self):
        for op in self.optimizers:
            op.step()


opt = MultipleOptimizer(optimizer1(params1, lr=lr1), 
                        optimizer2(params2, lr=lr2))

loss.backward()
opt.zero_grad()
opt.step()