Answer: I have grown purple bush beans before and every time I have cooked them, their purple color quickly vanishes. I was thinking the same thing would happen with the purple asparagus. But this only was part true. I roasted my asparagus (following this method) and there were still some parts that were still purple. I think the fact that I roasted the asparagus that it was able to keep some of it's purple color. So I think that method is the best way to keep the color. Boiling it should take away all of the purple.
I purchased my Michigan grown purple asparagus at Whole Foods Market.