The optimization control scheme with the arbitrary switching feature is proposed for a class of switched linear uncertain systems driven by uncontrollable discrete-events. By using a finite horizon cost function, a constrained optimal control problem is defined. In order to reduce the computational load of controllers, the parameterization method is used to compress the decision variables of the optimization problem. By using the theory of common Lyapunov function and the control Lyapunov function, the closed-loop switched system is shown to be asymptotically stable and inversely optimal with respect to the uncertainty and the uncontrollable switching signal. An example is used to the effectiveness of the results obtained.