In this paper, a differentiable vector optimization problem with the multiple interval-valued objective function and with both inequality and equality constraints is considered. The Karush-Kuhn-Tucker necessary optimality conditions are established for such a differentiable interval-valued multiobjective programming problem. Further, a new approach, called F -objective function method, is introduced for solving the considered differentiable vector optimization problem with the multiple

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... valued objective function. In this method, its associated vector optimization problem with the multiple intervalvalued F -objective function is constructed. Their equivalence is established under F -convexity assumptions. It is shown that the introduced approach can be used to solve a nonlinear nonconvex interval-valued optimization problem. By using the introduced approximation method, it is also presented in some cases that a nonlinear nonconvex interval-valued optimization problem can be solved by the help of methods for solving linear interval-valued optimization problems. 2010 Mathematics Subject Classification. 90C29, 90C30, 90C46, 90C59, 90C26.