Trajan was right at the end of his life when he did it, and his successor Hadrian withdrew from the Gulf just a year or three after the conquest of the province "Mesopotamia". Trajan had it goin' on, that's how he did it. :') Anthony had a real problem hittin' the sauce, and botched his attempt.
Hadrian had to be talked out of abandoning Dacia (Trajan's finest piece of imperialism, and regarded as the all-time peak of the Roman Empire, economically), but did pull back from Scotland along with Mesopotamia. Hadrian also spent a lot of cash building a cult of Antinoos, one of the boys Hadrian liked to, uh, romance, after Antinoos drowned in the Nile (got chomped by a hippo, or somethin').
I guess that was an unnecessary aside, eh? ;')
Interestingly, the Scots were one of the only European cultures that the Romans couldn't conquer. Hadrian finally pulled back, essentially said "Nothing up there is worth another Roman life" and built a wall to keep the Scots at bay.
He was probably right.:-)