Since Information Retrieval (IR) is an interactive process in general, it is important to study Interactive Information Retrieval (IIR), where we would attempt to model and optimize an entire interactive retrieval process (rather than a single query) with consideration of many different ways a user can potentially interact with a search engine. This tutorial systematically reviews the progress of research in IIR with an emphasis on the most recent progress in the development of models, algorithms, and evaluation strategies for IIR. It starts with a broad overview of research in IIR and then gives an introduction to formal models for IIR using a cooperative game framework and covering decision-theoretic models such as the Interface Card Model and Probability Ranking Principle for IIR. Next, it provides a review of some representative specific techniques and algorithms for IIR, such as various forms of feedback techniques and diversification of search results, followed by a discussion of how an IIR system should be evaluated and multiple strategies proposed recently for evaluating IIR using user simulation. The tutorial ends with a brief discussion of the major open challenges in IIR and some of the most promising future research directions.