Mansour Zaiei was last seen in the town centre at around 2.15pm on Tuesday 27 September.
Mansour is 39 and of Iranian descent. He is 5ft 3 ins tall, of medium build and has black hair and a beard. He was last seen wearing camouflage trousers, a black jacket and black boots.
Officers are concerned for his welfare and he may also need important medication.
Members of the public who may see him are advised not to speak to him, but to call 999 immediately, quoting reference 27-0664.
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