Yes, Emperor Hadrian had that idea. He came to power after Emperor Trajan. At this point in history Rome was at it's territorial peek, with holdings stretching from spain till Armenia. Hadrian decided that it would be best to consolidate Roman holding behind strategic defensive locations and then fortify them so as to free up legions and resources. Thus the Romans created fortification such as Hadrian's wall in the modern UK not only to act as impediment to invaders but also a reminder that Rome should not expand beyond them.

For further knowledge check out the historian Adrian Goldsworthy as he argues that Rome adopted this stance due to Rome military tradition and it's inability to adapt to cavalry heavy warfare.