Navy veteran Brian Lax reported missing from Great Lakes Naval Base

GREAT LAKES, Ill. (WLS) -- Police are asking for help in finding a Navy veteran who went missing from Great Lakes Naval Base.

Brian Lax, 50, was reported missing Friday. He was last seen Tuesday before leaving the base.

His cellphone last pinged that afternoon near Loyola University in the city's Rogers Park neighborhood.

Police say he made several concerning statements on Twitter before going missing.

Anyone with information should call police immediately.