A precise interstellar dust extinction law is critically important to interpret observations. There are two indicators of extinction: the color excess ratio (CER) and the relative extinction. Compared to the CER, the wavelength-dependent relative extinction is more challenging to be determined. In this work, we combine spectroscopic, astrometric, and photometric data to derive high-precision CERs and relative extinction from optical to mid-infrared (IR) bands. A group of 61,111 red clump (RC) stars are selected as tracers by stellar parameters from APOGEE survey. The multiband photometric data are collected from Gaia, APASS, SDSS, Pan-STARRS1, 2MASS, and WISE surveys. For the first time, we calibrate the curvature of CERs in determining CERs E(lambda-GRP)/E(GBP-GRP) from color excess--color excess diagrams. Through elaborate uncertainty analysis, we conclude that the precision of our CERs is significantly improved (sigma < 0.015). With parallaxes from Gaia DR2, we calculate the relative extinction A_GBP/A_GRP for 5051 RC stars. By combining the CERs with the A_GBP/A_GRP, the optical--mid-IR extinction A_lambda/A_GRP has been determined in a total of 21 bands. Given no bias toward any specific environment, our extinction law represents the average extinction law with the total-to-selective extinction ratio Rv=3.16+-0.15. Our observed extinction law supports an adjustment in parameters of the CCM Rv=3.1 curve, together with the near-IR power-law index alpha=2.07+-0.03. The relative extinction values of HST and JWST near-IR bandpasses are predicted in 2.5% precision. As the observed reddening/extinction tracks are curved, the curvature correction needs to be considered when applying extinction correction.
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