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Jin} and \\textit{Z. Xin} [Commun. Pure Appl. Math. 48, No. 3, 235-277 (1995; Zbl 0826.65078)], where the relaxation scheme for the approximation of the multi-dimensional hyperbolic conservation laws was proposed. The main advantage of the studied relaxation scheme is its form of local relaxation structure and linearity in convection. Therefore it is possible to solve the system without any Riemann solver or a nonlinear algebraic equations solver. It was shown in loc. cit. that numerical schemes based on the proposed relaxation scheme yield satisfactory numerical results. In the present paper authors investigate under fixed relaxation parameter \\(\\varepsilon\\) the large time asymptotic equivalence of the relaxation scheme and the original conservation law if the shock fronts are present. 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