Relay sticking when switching mains for LED power supply
In general, relays stick because the contact open when the voltage is high and a spark is generated across the gap.  This spark results in damages to the contact or welding. This can be dangerous in certain environments.

I don't know how often your circuit turns on the relay so check your specifications to make sure it can handle the switching. For AC applications we  try to make the make/break point near the zero crossing.

Search for spark suppression on the internet you will find literature on how to design a simple RC circuit to reduce the spark.  Care must be taken to select components which are rated for your application. 

Update
The value of the R and C across the open can be calculated based on a simple equation which has been derived through experience where C = (I square)/10 with I equal load current.  The open voltage across the contact R = V/[10*I(1+(50/V))] . formula by CC Bates.