Anyway, this is just the sort of place that the Imperium is known to visit.
Unless they want to settle in for a while, perhaps a decade or so, I'm not sure the Imperium would achieve much. There is not much of value there and the population is supporting piracy as an alternative to thier 'stolen' fisheries (raped by international companies) and being effectively barred from crewing on international ships (you need certification now). Collectively giving Somalia a cadre of unemployed sea-going & hungry pirates. It seems to have simularities with insurgencies and the opium industry in Afghanistan in that to combat it you need to win over local public support. Difficult when so many SUV's are parading around on the streets and you haven't offered a more paletable alternative to making a living.
In short, the Marines would make a lovely mess of thier stock exchange, but the effect would be merely "culling the herd" of Pirate Entrepreneurs willing to set up a stock exchange in such a public manner. To the next generation the concept will have been proven, they will just do it smarter. It'll be replaced within a week.
I'm not sure why blockading Somalia hasn't worked, I would guess there are not enough ships there to effectively cover the coast. Having said that the US Coastguard's blockade of Florida as an entry point for drugs, if I believe the occasional news/tv show, has mixed results. Mind you, when drug runners are building thier own subs for the import business...
The market oriented view is that the occasional pirate attack is covered by insurance, which boosts premiums, which are recoverable from consumers. Whilst the socialist view is that piracy is a form of income redistribution, with insurance premiums on goods providing the mechanisim to tax rich populations to assist poor populations. Perhaps the lack of RL will is because everyones happy? (Including the ship owners & crew when they are released un-harmed and can claim Loss of Profits insurance).
Food for thought?