The optical losses associated with sub-micron absorbers in CIGS solar cells can be reduced by light management techniques. 3-D optical modelling was used to optimize light in-coupling and internal rear reflectance in a 750-nm thick CIGS reference solar cell. At the front side, an effective medium approximation (EMA) approach for describing optical properties of a MgF2-based anti-reflection coating (ARC) was applied. Taking reflectance as the cost function and sequential nonlinear programming as the optimization algorithm, an optimal porous-on-compact double-layer ARC was determined. This led to a wideband light in-coupling with a 6.8% improvement in the photo-current density (Jph) with respect to the reference solar cell without ARC. Considering the variation of the sunlight direction due to day and seasonal changes, different light incidence angles were investigated. The results indicate that in this case, our designed double-layer ARC outperforms the standard compact MgF2 single-layer ARC. By using the EMA approach, the amount of computational memory can be reduced by a factor of 30, shortening the simulation time from four days to one hour. At the rear side of the cell, a point-contacted MgF2/Al2O3 reflector, in combination with our proposed front ARC, enhances the Jph by 11.3% considering the same reference solar cell. Compared to a much thicker cell (1600-nm thick absorber) with no light management applied, our front-and-rear optical approaches more-than-compensate optical losses resulting from using thinner absorbers. This design is suitable for industrial uptake and practical to realize. Additionally, the approach of using EMA for double-layer ARC optimization is innovative with respect to other ARC approaches applicable to not only chalcopyrite photovoltaic technologies.