An interaction of laser pulse, containing a few cycles, with substance is a modern problem, attracting attention of many researches. The frequency conversion is a key problem for a generation of such pulses in various ranges of frequencies. Adequate description of such pulse interaction with a medium is based on a slowly evolving wave approximation (SEWA), which has been proposed earlier for a description of propagation of the laser pulse, containing a few cycles, in a medium with cubic nonlinear response. Despite widely applicability of the frequency conversion for various nonlinear optics problems solutions, SEWA has not been applied and developed for a theoretical investigation of the frequency doubling process until present time. In this study the set of generalized nonlinear Schrödinger equations describing a second harmonic generation of the super-short femtosecond pulse is derived. The equations set contains terms, describing the pulses self-steepening, and the second order dispersion (SOD) of the pulse, a diffraction of the beam as well as mixed derivatives. We propose the transform of the equations set to a type, which does not contain both the mixed derivatives and time derivatives of the nonlinear terms. This transform allows us to derive the integrals of motion of the problem: energy, spectral invariants and Hamiltonian. We show the existence of two specific frequencies (singularities in the Fourier space) inherent to the problem. They may cause an appearance of non-physical absolute instability of the problem solution if the spectral invariants are not taken into account. Moreover, we claim that the energy preservation at the laser pulses propagation may not occur if these invariants do not preserve. Developed conservation laws, in particular, have to be used for developing of the conservative finite-difference schemes, preserving the conservation laws difference analogues, and for developing of adequate theory of the modulation instability of the laser pulses, containing a few cycles.