i797 petition approval shows different consulate

[arin]

dear members,

my i797 approved petition shows consulate as calcutta. most probably its because my passport is issued from calutta/my permnant residence is in west bengal.

but i am in bangalore for previus 4 years. so i have to go to chennai for interview.

i need your suggestion
if i can go to chennai with calcutta written on i797...
or i should go to calutta only . .
or i should notify uscis to change it to chennai.

thanks in advance ..
if anybody is in same situation, please advice me..