CAMP EDWARDS, Mass. -- Police and military officials were searching Sunday for three soldiers from the Afghanistan National Army who went missing during a training exercise at a U.S. military base.

The Afghan soldiers had been participating in a U.S. Central Command Regional Cooperation training exercise at Joint Base Cape Cod, U.S. military officials said. They arrived at Camp Edwards on Sept. 11 and were last seen at the Cape Cod Mall in Hyannis.

The soldiers were reporting missing by base security personnel on Saturday night. They were identified as Major Jan Mohammad Arash, Captain Mohammad Nasir Askarzada and Captain Noorullah Aminyar.

Base and exercise officials were working with local and state authorities to locate them. There is no indication the soldiers pose any threat to the public, military officials said.

The Regional Cooperation training exercises have been held annually since 2004 to promote co-operation and interoperability among forces, build functional capacity, practice peacekeeping operations and enhance readiness.

This year's exercise, which involves more than 200 participants from six nations including the U.S., wraps up on Wednesday. There are about a dozen Afghan soldiers still participating in the exercise.