My lfs has a blue sponge like yours that they have been trying to keep alive for the last year. It must be one tough sponge since they have it high in the lights of an sps tank that they do not feed. I tend to do well with sponges in older tanks where there is a lot of food in the water. Mine get fed daily with green water and differing invert foods. Not quite the blue of yours but here's a poor picture of one of the purple sponges in my tank.