Simply connected maze's can be solved using the Wall Follower technique where you simply stick to one side of the maze:
While it's more difficult since you can't see the walls, it will still work, you will just be walking into the wall a lot trying to determine if there is a wall there or not. Also an added requirement is to collect all the parts before exiting, if you reach the exit before collecting all parts simply continue on, all corridors will be traversed using this method.
However, it's not guaranteed that this solution will work as the maze may not be simply connected. Simply connected means that all the walls are connected together or to maze's outer boundary. Since the maze is invisible this condition is not known.
If the entrance and exit are both on the perimeter of the maze (as well as all the parts) then the wall follow method will still work.
Your image shows the player in the middle of the maze so I'll assume that that is where you start. The reason that it will not work in this case, is because the player could be on a section disjointed from the exit so you could constantly go around a ring.
In this situation you will need to use the Pledge Algorithm. This is similar to the wall follower method but is designed to pass obstacles.
To use the pledge algorithm, pick an arbitrary direction to go towards, when you encounter an obstacle follow the obstacle (similar to the wall follower) while counting the angles turned, (+1 for left, -1 for right, or vice versa). When you are facing the original direction again and the sum of the turns made is 0, leave the obstacle and continue in the original direction.
Here's a video to help understand the pledge algorithm