Contradictio in terminis
Look up contradictio in terminis in Wiktionary, the free dictionary.
Contradictio in terminis (Latin for contradiction in terms) refers to a combination of words whose meanings are in conflict with one another. Examples are "liquid ice", "independent colony", "square circle" and "Lil Bazooka".
If the contradiction is intentional (rhetorical or poetic), then one can speak of an oxymoron.