Slipping of a wheel is caused by a too low friction between the wheel and the surface. The most straightforward solution would be to reduce the mass of the carriages the locomotive has to pull, but that would be the least desirable too as you probably want to keep all currently attached carriages.
The other solution would be to increase the friction, for this you have two ways. The first is to increase the gripping forces between the wheel and the rails, for example by adding a rubber band or a thin piece of rubbery plastic (duct tape?) to the rim of the wheel. Texturing the wheel and/or the rail surface would work too, but you probably don't want to damage your pieces that way. The second way to increase friction forces is to add more mass to the locomotive itself, preferably directly above the wheels. This will increase the weight (downward acting force) pressing the wheels to the rails.
An additional, out-of-the-box option would be to convert one of the carriages into a support locomotive, thereby distributing the forces experienced by the drive wheels across more wheels.
For a locomotive counterweight, you might consider the 73090a 2x6x2 weighted brick https://www.bricklink.com/catalogItemIn.asp?P=73090a&in=S
Bricklink shows them with train sets, but I never had any of the sets they list - I think mine was from a floating boat kit: 4011 Cabin Cruiser.