Having 15,000 values can be overwhelming and may cause the user interface to slow down. In this situation, it's worth considering if you can group the values. If grouping is possible, you can utilize Cascading Metadata, which allows users to create cascading field rules to establish contextual relationships between different pieces of metadata.
Assuming your values range from 1 to 15,000, you could create 15 groups, such as 1-1,000, 1,000-2,000, 2,000-3,000, and so on. This way, the other dropdown will display only a subset of values based on the selected group.