The purpose of this paper is to propose a new approach to interactive multi-attribute group decision making with triangular Atanassov's intuitionistic fuzzy numbers (TAIFNs). The contribution of this study is fivefold: (1) Minkowski distance between TAIFNs is firstly defined; (2) We define the possibility attitudinal expected values of TAIFNs and thereby present a novel risk attitudinal ranking method of TAIFNs which can sufficiently consider the risk attitude of decision maker; (3) The weighted average operator (TAIFWA) and generalized ordered weighted average (TAIFGWA) operator of TAIFNs are defined as well as the hybrid ordered weighted average (TAIFHOWA) operator; (4) To study the interaction between attributes, we further develop the generalized Choquet (TAIF-GC) integral operator and generalized hybrid Choquet (TAIF-GHC) integral operator of TAIFNs. Their desirable properties are also discussed; (5) The individual overall value of alternative is obtained by TAIF-GC operator and the collective one is derived through TAIFWA operator. Fuzzy measures of attribute subsets and expert weights are objectively derived through constructing multi-objective optimization model which is transformed into the goal programming model to solve. The system analyst selection example verifies effectiveness of the proposed approach.