Is it possible to use a URN (Uniform Resource Name) instead of a URL (Uniform Resource Locator) when making HTTP requests?

EXAMPLE

request.open('GET', '/admin/customer/tkey.json', true);
request.send();

Instead of this...

request.open('GET', 'https://s3-us-west-2.amazonaws.com/s.cdpn.io/4621/admin/customer/tkey.json', true);
request.send();