This is a spoiler. After researching the tank wreck, you will be given all the info below. That's why researching defeated enemies is important.
The tanks, akin to their Merc masters, are nigh-invulnerable to HE and AP, unless treated with extreme force - like Hi-Ex, Heavy Rocket, high-callibre Gauss weapons, or axes. Heavy Laser should do the trick too - after scoring several hits. The tanks do not only have good armor, they have a ton of health too, so persistence is advised.
Even better advice - try to avoid tanks, deal with Mercs first. Tanks aren't as dangerous as they seem, they do not shoot often, aren't very accurate and their hits aren't 100% lethal.