Officers went out on foot after daybreak, searching the shoreline and other areas in West Beach at the Indiana Dunes National Park in Portage.
They walked the beach and the sandy hills, evaluating weather conditions.
The missing man is in his 20s, from Indianapolis. He was with four friends Monday at about 5:30 p.m., walking along an ice shelf.
Friends told police they heard cracking and tried to get back to shore but the ice gave way and he fell in the water.
Rescuers searched for a couple of hours in the dark and resumed today under conditions that have not improved much.
Officials said they will try using a boat equipped with sonar technology, but it does not work well in rough waters. They plan to take the boat out for a visual search.