We have calculated and compared the linear and non-linear optical response of GaAs and Gap bulk within three methods : ab-initio density functional theory (DFT); local density approximation (LDA)-based pseudopotential plane wave (PPW); and full-potential linearized augmented plane wave (FLAPW) approaches, together with the empirical tight-binding (ETB) method. Specifically, we have calculated the dielectric function and second harmonic generation (SHG) susceptibility over a broad frequency range, important conclusions about the applicability of the ETB method for the calculation of bulk optical responses have been drawn with respect to the higher-order susceptibility.