[Product Question] Starting tretinoin and azelaic acid together?

My dermatologist recently prescribed me 15% Azelaic Acid gel and 0.025% tretinoin. Of course I know that the tretinoin must be introduced gradually starting 2x a week and moving up to every day, but she said that it’s safe to start both of these at the same time.

Should I be worried about irritation? Is it best to use tretinoin for a few weeks before introducing azelaic acid?