Maximally localized Wannier functions are widely used in electronic structure theory for analyses of bonding, electric polarization, orbital magnetization, and for interpolation. The state of the art method for their construction is based on the method of Marzari and Vanderbilt. One of the practical difficulties of this method is guessing functions (initial projections) that approximate the final Wannier functions. Here we present an approach based on optimized projection functions that can construct maximally localized Wannier functions without a guess. We describe and demonstrate this approach on several realistic examples.