William Carlin, 52, did not return to Castle Huntly prison near Dundee after a period of temporary release.
He was last seen near the city's King's Cross Hospital at about 09:00 on 5 November.
He has connections in Ayrshire and Newcastle, and Northumbria Police are helping with the search.
Carlin was jailed in 2013 after being caught with a security box containing Â£40,000 from a Sainsbury's in Prestwick.
He is described as 5ft 11in, with a slim build, short brown or grey hair and blue-grey eyes.
Police Scotland have warned members of the public not to approach him.

First Great Western has amended some services from midday to 20:00 BST because of the expected intense heat.
There will be no fast trains between London Paddington and Bourne End in Buckinghamshire or Henley-on-Thames in Oxfordshire.
Network Rail said if the track buckled the line must be closed for repairs "causing considerable disruption".
Trains from London Paddington will terminate at Twyford for a connection with a branch line service to Henley-on-Thames.
Passengers travelling to Bourne End will see their services from Paddington terminate at Maidenhead and will also have to complete their journey on a branch line train.
Temperatures are set to hit 30C (86F) in parts of the Thames Valley, the Met Office said.
Police in Scotland and England are searching for a convicted armed robber who has been missing from prison for nearly two weeks.
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Hot weather is set to disrupt trains in the Thames Valley area with speeds being cut over fears of rails buckling.