Driving a Common Anode RGB LED Using a uC
You shouldn't try to drive an LED with a constant voltage. The voltages you specify are typical values at a certain forward current, and you should always design a circuit that provides a constant current to an LED. The particular LED you are using is specified for a forward current of 2mA.

In this case, tie the common anode to 3V. For each LED calculate an appropriate resistor to limit the current if a total of 3V is applied to the LED and resistor in series:$$R = \frac{V_{DD} - V_F}{I_F}$$
where \$V_{DD}\$ is the supply voltage, \$V_F\$ is the LED's typical forward voltage, and \$I_F\$ is the desired LED current.

Connect one such resistor in series with each cathode, and then connect the other end of each resistor to a digital output pin. Set the pin to 0 to turn on the LED.