All octopus that I know of except one live a solitary life and attempts to house them together can lead to one killing the other. In a large tank you might be able to keep a pair of pygmies such as O mercatoris, but you wouldn't see them during the day and not that much at night.
The exception that I mentioned above is A. aculeatus. Mate guarding for at least a couple of weeks has been described. The male will usually dig a den within an arm-length of the female and will accompany her (hectocotylus inserted) while she forages during the day. I don't know of anyone who has tried to keep them together for longer than a few days, but if I were to try it with any species, it would be A. aculeatus. However, even in this species Hufford described a case of cannibalism in the field. She didn't know if it was a mating attempt that went bad or what. Just be sure that if you do try it, you can identify males and females and do not try to keep two of the same sex together. That does not work.
Roy