As long as it's not against your company's policies, then I see no problem with it.
When I joined the military I was told not to fraternize, but that didn't stop me from dating and eventually marrying my husband. We weren't really out about our relationship though. We weren't flaunting it in the faces of our superiors going, "Hey, look who's breaking the rules." We were tactful about it.
Overall though, the only concern one should have is what happens if things don't work out between the two of you. As long as your post-relationship relations don't affect the work place, then everything should be fine.