We show the discrete lip(+)-stability for a relaxation scheme proposed by J
in and Xin [Comm. Pure Appl. Math., 48 (1995), pp. 235-277] to approximate
convex conservation laws. Equipped with the lip(+)-stability we obtain glob
al error estimates in the spaces W-s,W-p for -1 less than or equal to s les
s than or equal to 1/p, 1 less than or equal to p less than or equal to inf
inity and pointwise error estimates for the approximate solution obtained b
y the relaxation scheme. The proof uses the framework introduced by Nessyah
u and Tadmor [SIAM J. Numer. Anal., 29 (1992), pp. 1505-1519]. We also show
a maximum principle for the relaxation scheme when the initial data are in
an equilibrium state.