Some Romans certainly found their way to Ireland. The Roman presence there is generally attributed to renegade or exiled forces seeking new territories (or possibly simply to trading outposts). For example, see here:
http://www.britarch.ac.uk/ba/ba14/BA14FEAT.HTM L
However a full-scale 'conquering' invasion was probably simply regarded as not being economically viable. The Romans generally only fully 'invaded' areas where there were direct economic rewards to be gained. (Those might, for example, be through taxation or from access to valuable commodities, either through seizure or by trade). They would sometimes seek conquests over neighbouring territories, simply to remove the threat of counter-invasion.
Ireland offered no valuable commodities which couldn't be found closer to home. It wasn't sufficiently developed to produce significant tax revenues. And it posed no threat of counter-invasion of Britain.
Chris