Relative = connected to a noun. As in: “Which cake?” which is the relative pronoun.
Interrogative is connected to a question. As in: “What cake?” what is the interrogative pronoun.
“A relative pronoun is used to connect a clause or phrase to a noun or pronoun. You see them used everyday with the most common relative being: who, whom, which, whoever, whomever, whichever, and that.” http://grammar.yourdictionary.com/parts-of-speech/pronouns/relative-pronoun.html
“An interrogative pronoun is a pronoun used in order to ask a question. Often it has no antecedent because the antecedent is unknown. That is why the question is being asked! In modern English there are five interrogative pronouns: what, which, who, whom, and whose.” http://englishplus.com/grammar/00000342.htm