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It is difficult to obtain the accurate model for some industrial processes during the optimization control. In order to solve this difficulty, an interval optimization strategy is proposed, which is composed of the setting layer and control loop layer. The optimization objective is to keep the technical indices into their target ranges. In the setting layer, the right set-points can be obtained by using the case-based reasoning. In the control loop layer, the controlled variables can be controlled to track their set-points by using the PID algorithm. At last, the proposed method is applied in the raw slurry blending process of the alumina production, and the results of industry experiments have proven the effectiveness of the proposed method.