Rabat, Morocco. Two US service members are missing in southwestern Morocco after taking part in annual multinational military exercises in the North African country, the United States Africa Command (AFRICOM) said Sunday.

The US, Morocco, and other countries participating in the African Lion exercise have launched a search and rescue operation, AFRICOM said.

“The incident remains under investigation and the search is ongoing,” it said in a statement.

The incident happened on May 2 near the Cap Draa Training Area near Tan Tan, close to the Atlantic Ocean. The war games exercise started in April and runs across four countries, including Tunisia, Ghana, and Senegal. It is scheduled to end in early May.

African Lion, which has been running since 2004, is the largest US annual joint military exercise on the continent and usually features high-ranking military officials from the U.S. and its top African allies.

US military officials have said the annual multinational engagement serves as a venue for strengthening regional security cooperation and refining the readiness of participating forces for global crises.

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