As far as we know Elrond' sons chose to stay with their sister in Middle Earth and therefore loose the ability to go to Valinor. The condition for this was that they were to leave before their father did, and as we know (because they accompanied Celeborn in Rivendell after Galadriel left Lothlórien) they did not.

But let me check on it, just in case...

Found something on the matter:

"The children of Elrond have the following fate, linked to Elrond's; "So long as I abide here, she (Arwen) shall dwell with the youth of the Eldar, and when I depart, she will go with me, if she so chooses." ROTK Appendix A. If Arwen stays in Middle-Earth after Elrond goes, she chooses to become mortal and die. A later quote cited in the Timeline makes it clear that this also applies to Elladan and Elrohir, although it is [also] implied that they may "delay their choice.""
http://www.ansereg.com/elladan_and_elrohir_factsheet.htm