The 64-year-old man was on an escorted trip in a police car when he threatened the officers with a cutting tool, slightly injuring one of them, the daily Neue Zürcher Zeitung (NZZ) reported on Tuesday.
The man is reported to have escaped near Provence, and is thought to have gone by foot towards the lake.
Vaud police said he is dangerous and can be violent. He is about 180 centimetres tall and speaks both French and Swiss German. He was convicted of murder, rape, attempted rape and property damage and was serving prison time since 2009.