Question: Royal Italian Navy had submarines built, and named them for Italian colonies, such as Italian East Africa, which was Italian colony located where?

Context paragraphs:
Argo-class submarine: The "Argo"-class was a class of two coastal submarines built by Cantieri Riuniti dell'Adriatico in Monfalcone for Portugal but operated by the Royal Italian Navy (Italian: "Regia Marina" ) after Portugal was unable to pay construction costs.  The submarines were built in 1936, and both served in the Mediterranean Sea at the start of the Second World War.  The boats were transferred to the BETASOM German submarine base at Bordeaux in 1940, but returned to the Mediterranean in 1941, where both were sunk within a few days of the September 1943 Italian armistice.

Marcello-class submarine: The "Marcello"-class was a class of nine submarines built in 1937 and 1938 by CRDA in Trieste for the Royal Italian Navy (Italian: "Regia Marina" ).  Two similar submarines built in 1939 at La Spezia by Oto Melara are sometimes considered part of the class.  All eleven served in the Mediterranean Sea at the start of the Second World War.  After "Provana" ' s 1940 sinking, the remaining boats were transferred to the German submarine base (BETASOM) at Bordeaux in August 1940.  After four boats had been sunk in the Atlantic, "Barbarigo" and "Comandante Cappellini" (sometimes also called "Cappellini") were then selected for conversion to "transport submarines" in order to exchange rare or irreplaceable trade goods with Japan.  Cargo capacity of 160 tons reduced reserve buoyancy from 20–25% to 3.5–6%; and armament was reduced to defensive machine guns. Only "Dandolo" was in operational condition at the end of the war.

Italian R-class submarine: The R-class or "Romolo"-class submarine was a group of submarines built for the Royal Italian Navy ("Regia Marina Italiana") during World War II.  They were designed as blockade running transport submarines for transporting high-value cargo from Europe to Japan and vice versa.  Axis-occupied Europe lacked strategic materials such as tungsten, tin and some commodities such as rubber.

Squalo-class submarine: The "Squalo"-class submarines were a group of four submarines built for the Royal Italian Navy ("Regia Marina") during the 1930s.  They were built at the Cantieri Riuniti dell'Adriatico (CRDA) shipyard at Monfalcone, and designed by Curio Bernardis.

Liuzzi-class submarine: The "Liuzzi" class was a class of four submarines built by Tosi in Taranto for the Royal Italian Navy (Italian: "Regia Marina" ).  The submarines were built in 1939 and began their Second World War service in the Mediterranean Sea, where "Liuzzi" was sunk.  The three surviving boats were transferred to the BETASOM German submarine base at Bordeaux in 1940.  After "Tarantini" was sunk, "Bagnolini" and "Giuliani" were selected for conversion to "transport submarines" in order to exchange rare or irreplaceable trade goods with Japan.  Cargo capacity of 160 tons reduced reserve buoyancy from 20–25% to 3.5–6%; and armament was reduced to defensive machine guns.

Perla-class submarine: The "Perla"-class submarines were the third sub-class of the 600 Series of coastal submarines built for the Royal Italian Navy ("Regia Marina") during the 1930s and named after gemstones.  Of the ten boats built of this class, only three survived World War II.

Italian East Africa: Italian East Africa (Italian: "Africa Orientale Italiana" ) was an Italian colony in the Horn of Africa.  It was formed in 1936 through the merger of Italian Somaliland, Italian Eritrea, and the newly occupation Italian Ethiopia.

Adua-class submarine: The "Adua"-class submarine was the fourth sub-class of the 600 Series of coastal submarines built for the Royal Italian Navy ("Regia Marina") during the 1930s.  There were 17 submarines in this class, almost all named after places in Ethiopia which had been an Italian colony since 1936, but only one, "Alagi" , survived World War II.  Three submarines of this class ("Gondar", "Ascianghi", and "Neghelli") were sold to Brazil before the war and replaced with submarines of the same names.

Calvi-class submarine: The "Calvi" class was a class of three submarines built by Oderno-Terni-Orlando in Genoa for the Royal Italian Navy (Italian: "Regia Marina" ).  The submarines were built in 1935, and all three served in the Mediterranean at the start of the Second World War.  The boats were transferred to the BETASOM German submarine base at Bordeaux in August 1940.  In December 1941 the boats were used for a rescue mission of 254 sailors from the sunken  .  After "Calvi" had been sunk, "Finzi" and "Tazzoli" were selected for conversion to "transport submarines" in order to exchange rare or irreplaceable trade goods with Japan.  Cargo capacity of 160 tons reduced reserve buoyancy from 20–25% to 3.5–6%; and armament was reduced to defensive machine guns.

Marconi-class submarine: The "Marconi" class was a class of six submarines built for the Royal Italian Navy (Italian: "Regia Marina" ).  The submarines were all launched between 1939 and 1940, and all but one, "Luigi Torelli" , were lost in the Atlantic during the Second World War.

Supporting paragraphs: Adua-class submarine Italian East Africa
Answer: Horn of Africa