De Jong aquaculture has raised them.
There is a great article about them in a Coral magazine issue from last year.
They don't believe the common knowledge about the temperature requirements of the species - and in fact have captive bred and raised them at normal reef tank (77f) temps - and in fact this "myth" was addressed in the article
There is still a lot of debate about the temperature requirements, but it seems those things might not be as concrete as we once thought - since Surge marine life has also captive bred the Rose Anthias and kept them at warmer reef tank temps as well as batches at cooler deep water temps and said they're doing just fine at the warmer temps.
As of yet they are not available, but will be available through Biota when they are.