Dear Mr Pawan,
The offence of bigamy (IPC 494) is a non-cognizable and bailable offence in most of the states except Andhra Pradesh. Thus police cannot investigate this offence without an order from a Judicial Magistrate First Class. If you really want to prosecute your wife for this, file an application under section 155(3) Cr PC seeking order to police investigate the offence.
However in my considered opinion, you must take remedies under personal marriage depending upon what you want to do with the relation. Local Advocate will guide you.
Regards
Shubham Bhardwaj (Advocate)
District & Session Court, Chandigarh
Punjab & Haryana High Court, at Chandigarh.
Disclaimer:- Opinion is only for guidance.