We propose an algorithm to determine localized Wannier functions. This algorithm, based on recent theoretical developments, does not require any physical input such as initial guesses for the Wannier functions, in contrast to the state of the art. We demonstrate that such previous approaches based on the projection method can fail to yield the continuous Bloch gauge needed to initialize the Marzari-Vanderbilt algorithm used to construct Maximally Localized Wannier Functions (MLWFs). We show however that our algorithm is able to find localized Wannier functions, and present tests on two-dimensional systems with arbitrary periodic potentials and on Silicon.