Imagine I have a program which is licensed by GPLv3. Now will I be able to apply a second license for non-open one? It says that anyone who wants to copy, distribute, modify my program needs my acceptance (like proprietary software). And will it violate GPLv3's terms and conditions?
If you wrote the program and are its author, you may grant such a second license. The GPL doesn't limit you.
If you have accepted third-party contributions, ask them for permission or to sign a license or copyright transfer agreement (CLA).
If you are concerned about doing anything with a GPL program that is inconsistent with the GPL, ask for permission from ALL contributors to the program. Once you get their consent, you can do what is stated in the consent.