This work deals with the resolution of the goal programming problem with linear fraccional criteria. The main difficulty of these problems is the non-linear constraints of the mathematical programming models that have to be solved. When there exist solutions satisfying all target values, the problem is easy to solve by solving a linear problem. So, in this paper we deal with those instances where there is no guarantee such solutions exist, and therefore we look for those points in the opportunity set closest to the target values. This study has been done taking into account all the different approaches available for solving a goal programming problem, creating solution-search algorithms based on these approaches, and performing a sensitivity analysis of the target values.