Lee Miglin dreamed big dreams. In the late 1980s, he announced plans to construct a 125-story office tower here that would be the world's tallest.

Because of financing problems, the project was never developed, but that did not diminish Miglin's business reputation or the rags-to-riches aura of his story as the son of an immigrant coal miner who became one of this city's most prominent and socially active real estate developers.

All that ended Sunday morning when the bloody body of Miglin, 72, his head bound in masking tape and his body covered with plastic and brown wrapping paper, was found by police in the garage of his elegant brownstone home in Chicago's wealthiest neighborhood, known as the Gold Coast. He had been stabbed several times, his throat had been slashed, his chest pounded by a blunt instrument. Police Superintendent Matt Rodriguez said there was evidence that he had been tortured before he died.

In a city where violent street crime is all too common, Miglin's gruesome death has sent a shudder through business and society circles and shocked the exclusive Gold Coast enclave, which hugs the shores of Lake Michigan north of downtown. Today, the case also appeared possibly linked to two earlier slayings in Minnesota that authorities said involved men who may have been lovers.

The link was a 1995 sports utility vehicle that has been illegally parked for several days around the corner from Miglin's home. Police said the vehicle's Minnesota license plates were registered to David Madson, 33, a Minneapolis interior designer who was found shot to death near a lake in rural Chisago County northeast of Minneapolis on Saturday.

Madson's body was discovered four days after another murder victim, Jeffrey Trail, 28, was found beaten to death and rolled up in a carpet in Madson's loft apartment in a trendy warehouse district near downtown Minneapolis.

While Chicago police were searching today for Miglin's missing luxury automobile, police in Chisago County, Minn., issued a warrant for the arrest of Andrew Cunanan, 27, in Madson's slaying. According to news reports here and in Minneapolis, Cunanan and Trail were lovers.

"There is considerable speculation that some part of this is part of a lover's triangle, but we don't know that for sure," said Penny Parrish, a spokeswoman for the Minneapolis police department.

How, or even if, the Minnesota slayings were connected to Miglin's violent death was not known, but the presence of Madson's vehicle on a quiet Chicago street only deepened the mystery surrounding the killing of the real estate tycoon. According to Mark Jarasek, a spokesman for Miglin's real estate development firm, and John Ryan, whose retail marketing firm employed Madson, there is no known link between the two men.

Miglin was "a very, very private individual," Jarasek said.

The son of a Lithuanian immigrant coal miner from southern Illinois, Miglin began his real estate career as a salesman for Arthur Rubloff & Co., a Chicago real estate giant. He is widely credited for his concept of redeveloping aging warehouse areas into what is known today as upscale business parks, and at the time of his death had built a company responsible for developing several high-rise buildings in Chicago and its suburbs and managing 22 million square feet of office and retail space.

Miglin is described by friends as a kind and gentle man who was active in charitable causes. His wife of 32 years, Marilyn Miglin, is also a successful businesswoman, the owner of her own cosmetics and perfume company that she advertises on the Home Shopping Network and a fashionable boutique on a street of exclusive shops that last year was given the honorary title of Marilyn Miglin Way by the city government.

Marilyn Miglin called police Sunday morning after returning from a business trip to Canada, when she was unable to locate her husband in their home. After the grisly discovery of her husband's blood-soaked body in the garage, choking back tears, she told reporters she was certain the crime was an act of "random violence." At a news conference Tuesday, Miglin business partner, J. Paul Beitler, said: "This was not a gangland hit, not at all. . . . This man had no enemies."

Police here have said they are not ruling out a random attack or the possibility that Miglin was killed by someone he knew. According to news accounts of the investigation, there was no evidence of a forced entry into the house and some indications that Miglin's assailant or assailants may have spent Saturday night there. These included a leftover ham sandwich and stubble from an electric razor in a bathroom sink.

Chicago Sun-Times columnist Irv Kupcinet, a friend of the Miglins, added another puzzling aspect to the case today. He reported that, visiting the Miglin home, he was surprised to be confronted by a barking, growling dog. When he asked where the dog was during the crime, Kupcinet said Marilyn Miglin shrugged her shoulders and said, "Do you want to buy a large dog?"

Today, a police car occasionally circled the block that includes the Miglin home, but otherwise there were no signs of the violent crime. Madson's sports utility vehicle had been towed by police. A handwritten sign taped to the front door of the home asked that flower deliveries be left on the front porch. Special correspondent Jennifer Ordonez contributed to this report. CAPTION: Marlena Miglin Craig, left, daughter of slain businessman Lee Miglin, and Marilyn Miglin, his wife, comfort each other at news conference Tuesday. CAPTION: Lee Miglin was found bound, beaten and stabbed at his home.