Yes, you can. Running can help you lose weight. If you put on a corset because of sweating, the effect will definitely be better. But no matter how you run, it is recommended that you run for no less than 40 minutes, preferably 1 hour or more, and do aerobic exercise for more than 40 minutes before you start to lose body fat. However, don't wear a corset every time you run, because if you cause physical discomfort, you will lose more than you gain.