I have a website with 4000 categories. I used the categories as cities to categorise companies in it. Normally WordPress shows only the categories with posts in it. But I show all the categories with a SEO text on it to let it index by Google as 4000 "pages". But by showing a link in the header to all these categories my website is very slow now. And my Admin is also very slow. I used the W3C Total Cache tool to speed it up. This helps a little bit, but it is still too slow.
Does anyone has a solution for it? I would prefer to hold these categories and don't make tags from it for example..
This is the website: