Pre-answer TL DR: No it didn't.
Minor notes: You're probably thinking of what everyone thinks about when they think Roman Army. Legionnaires, armed with Lorica Segmentata, Gladius, Scutum and etc, (The latter two simply mean sword and shield in Latin, but have become associated with the specific arms in the modern age) but I'm going to range a bit more and even move into the Byzantine period, because it may be helpful to talk a bit about the development of the Roman army and its style of warfare in answering this question.
Real Answer Time: While the Roman army was famously adaptable, and used many different sorts of weaponry, I have come across no mentions of any sort of focused attempts to improve the quality of equipment in the sort of way you might see with military R&D in the modern age. While the equipment, techniques and tactics of the Roman military evolved over the years, the changes were more like the natural phenomenon of evolution than focused R&D. They absorbed tactics, utilized new equipment as it was developed or encountered and changed their methods as old ones were found inadequate to new situations, but when there were focused attempts to reform the army, (The Marian Reforms, for example) they were generally the efforts of one or a few men over a short period of time, rather than the sort of consistent, self-sustaining effort we see in modern science. To illustrate this, I'll give a few examples of some of the changes the army underwent in its 1000+ years of operation.
The earliest accounts of the Roman army have them fighting in the Greek style, with levied hoplites as the main power of the army. While accounts are inconsistent as to precisely when, or against who (Possibly either the Gauls or the Samnites) the Romans made the change to the Manipular system, but the consensus is that it was for tactical reasons. The Greek style phalanx, while excellent from the front on flat ground, was serving them poorly in the hilly terrain of Italy against enemies who had no intention of fighting like Greeks themselves, and were happy to exploit that terrain to break up the Phalanx. (The Romans themselves would use similar methods when fighting the Macedonians years later) The maniple was adopted in response to tactical failings, but it would then go more or less unchanged for a further two centuries, until the Marian reforms.
Jumping forward to the famed Legion of Cohorts, while it was an adaptable force, post-Marius there doesn’t seem to have been a conscious effort to push it forward in terms of equipment. If you look, for instance, at the legionaries depicted in Trajan’s column, they don’t seem to differ much from the forces deployed in the campaigns of Julius Ceaser, a century and a half earlier. One thing that would have changed is an ever growing use and importance of non-roman troops both as Auxiliaries and in later periods in the Legions proper. This contributed to a further decentralization in fighting style, as many non-romans would continue to fight in the style of their people, rather than adopting the methods of the legion. This, in fact, made them quite valuable for plugging holes in the roman fighting style. Much of the Roman skirmishing force and cavalry was auxiliary in this period, though they did also serve as heavy infantry.
Many of the changes in equipment and fighting style in the later roman period were not necessarily improvements, and certainly weren’t the result of centralized study. Rather, they were a response to the changing fortunes of the empire, which no longer had the money, political stability and manpower to support the legions of old in the numbers necessary to hold back the enemies of Rome. We see a shift to scale and lamellar armor in this period, away from plate, not because it was more protective (it probably wasn’t) but because it was cheaper and easier to produce and maintain, making it more attractive to roman coffers drained by financial collapse, inflation/debasement, and raiding. (Some have argued that only frontline soldiers would have heavy armor at all, though this is most likely no more than situationally true.) Also, longer swords like the Spatha tend to replace shorter Gladii, again, not because they were better (Evaluating swords even today is messy business, and the question “Is this a better sword?” is generally best met with the reply “Better for what?”) but because they were more in the style of the Germanic soldiers that began to fill the Empire’s ranks as plagues and warfare drained traditional supplies of manpower.
Shifting even later, the Byzantine Army underwent many changes in its time, again, as a response to the changing fortunes and enemies of the empire. They adopted horse arches, and many of the tactics of the steppe forces that were so successful against Rome’s heavier legions. They avoided the pitched battles that were so common in Roman times, because their smaller, poorer and more heavily beset empire could not afford to wager armies in pitched battles the way the Empire could in the 1st or 2nd Centuries. Always, though, these changes were not as a result of the conscious study or development that we conceive of when we speak of modern military science. Rather, it was an amorphous, naturally occurring progression, composed of individual reforms, gradual changes and adaptation in the face of changing enemies and changing fortunes.
Lendon, J. E. Soldiers and Ghosts: A History of Battle in Classical Antiquity. New Haven: Yale UP, 2005. Print.
Decker, Michael. The Byzantine Art of War. Yardley, PA: Westholme, 2013. Print.
My response is a tad long so I’m going to split it into a parent comment and a reply to that comment. TL;DR the popularization of the maniple formation and its weaponry seems to demonstrate one instance in which "R&D" occurred indirectly over a period of centuries through conflict and refinement of existing weapons and tactical principles, though this process was not directed.
Juliusz Tomczak of Adam Mickiewicz University discussed the evolution of Roman weapons and tactics in the fourth century BC in this fascinating article in “Folia Archaeologica” from 2012. Ultimately, he concludes that the changes in tactical unit structure and standard infantry weapons that facilitated the use of the maniples as the constituent unit of Roman warfare during the Early Roman Republic came about due to gradual shifts occasioned by conflict with neighboring tribes and possibly the Celts. While the existing sources do not indicate any kind of research unit or single political entity or individual credited with R&D responsibilities - save for some texts asserting that Marcus Furius Camillus was personally responsible for the adoption of the metal-reinforced shield during the wars with the Celts - Tomczak explains how some technological shifts were manifested in the Roman military, with important implications for warfighting and social organization within the military.
Tomczak asserts that there is no clear consensus among historians as to when most changes in Roman weaponry occurred during the Early Roman Republic, while the lack of iconographical sources from the period “explains the tendency to search not for the beginning of changes, but their end” (Tomczak 39 2012). He considers the development of the pilum, the long military javelin; the scutum, the distinctive semi-cylindrical shield; and the popularization of manipular tactics, the organizational principles for tactical units you can see visualized in this Vassar graphic. The specific interval Tomczak considers is between 535 BC, after the reforms of Servius Tullius, and ending at 223 BC with the battle at the River Po between Gaius Flaminius Nepos and the Insubres tribe. This battle evinced usage of manipular formations and the weapons associated with the maniple: the javelins and gladii of the velites, the pila and gladii of the hastati, the scuta and hastae of the principes, and the thickly armored spear and swordsmen in the triarii.
Tomczak complains that determining the timeline for changes in military equipment and tactics is complicated by the fact that “ancient authors are not very precise or consistent in applying the names of particular types of weapons” (Tomczak 39 2012). For example, the Greek historian Polybios of Megalopolis makes no distinction between the terms machairo and xiphos. The hasta "could refer to either a pole weapon used exclusively for close combat or a more universal spear, which could also be thrown at the enemy" (Tomczak 40 2012). Given the circumstances, it is not necessarily easy to pinpoint when exactly an advance in military engineering, weaponry or tactics was made or by whom it was introduced. Tomvzak defines manipular tactics as based on a loose formation with wider openings between individual soldiers than a hoplite phalanx, with a battle plan based on throwing spears and only using the sword in decisive closing combat like the use of the bayonet in Napoleonic combat (Tomczak 42 2012). The popularization of the maniple was so important for changing the way that the Romans fought that Tomczak characterizes it as “evolutionary” (Tomczak 42 2012).
To respond to the thrust of your question, in the Early Roman Republic these advances seem not to have resulted from efforts to create new tactical principles or develop new technology by any organized body in the Roman government. Rather, the locus of change in the period is variously assigned to the Samnites, a different mystery people, or the wars with the Celts and particularly “the defeat in the battle of river Alia in 390/387 BC” (Tomczak 42 2012). Alternatively, manipular tactics and their associated weapons might have always been characteristic of the way that the Romans fought and just not adequately documented by available sources. The Samnite explanation is attested by the 4th century AD pagan religious philosopher Sallustius, who says that the Romans integrated Samnite armor and throwing missiles into their standard practices and equipment (Tomczak 42 2012). Perhaps the defeat at the Caudine Forks in 321 BC could have served as the impetus for the adoption of Samnite weapons and tactics. However, the ambiguity of iconographic sources like vases and paintings from the period makes it very difficult to determine the nature of Samnite arms, which may have been substantially hellenized and which "differed from those used later by the Romans to such an extent, that it was reflected in the gladiatorial games" (Tomczak 45 2012). Tomczak goes into great detail on the iconographic grounds for his skepticism about the Samnite origins of manipular tactics and associated weaponry. Meanwhile, the javelin was already prevalent throughout the Apennine Peninsula and Tomczak is disinclined to accept Iberia as the potential source of the weapons of the maniple.
As a follow-up question, I'd be interested to know how new weapons became adopted in a more general sense over time in pre-modern Europe. Is it typically a conscious decision made by military commanders, or was the transition so gradual that nobody really thought about how people a few hundred years earlier were fighting in a different manner than they were?
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