Sheen, continuing his traveling "Violent Torpedo of Truth" variety show at the BankAtlantic Center in Fort Lauderdale Saturday, said "goddess" Rachel "Bree" Olson broke up with him via text message.
The fired star of the television comedy "Two and a Half Men" said he would like to hug troubled actress Lindsay Lohan and tell her that everything would be all right, USA Today reported Sunday.
Sheen also said he wants his old job back.
His guests included former NBA player Dennis Rodman and comedian Jeff Ross, who said he is used to roasting "classier people," and challenged Sheen's rants of "winning."
"If you're winning, there must be something wrong with the scoreboard," Ross said.
Sheen's show hasn't won much praise, but he continues to draw fans.
"I was curious. And like every American male, I fantasize about all of things he's about, like the sex, the drugs and the prostitution," said Mike Zyla, 40, of Deerfield Beach.
Zyla said bad reviews of the show didn't bother him, The Palm Beach Post reported.
"I spent the money. I knew what I was in for," Zyla said.
Sheen told the audience billionaire Donald Trump allegedly gave him a set of cuff links of questionable value. He offered gift-givers a bit of advice.
"Don't give fake jewelry to someone who can figure out if it's fake," Sheen said.
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