Vibrational relaxation of a harmonic oscillator nonlinearly coupled to a heat bath is investigated by the Gaussian-Markovian quantum Fokker-Planck equation approach. The system-bath interaction is assumed to be linear in the bath coordinate, but linear plus square in the system coordinate modeling the elastic and inelastic relaxation mechanisms. Interplay of the two relaxation processes induced by the linear-linear and square-linear interactions in Raman or infrared spectra is discussed for various system-bath couplings, temperatures, and correlation times for the bath fluctuations. The one-quantum coherence state created through the interaction with the pump laser pulse relaxes through different pathways in accordance with the mechanisms of the system-bath interactions. Relations between the present theory, Redfield theory, and stochastic theory are also discussed.