The purpose of this dissertation is to locate evolved massive stars within the central 50 pc of the Galactic Center. These stars are considered to be the descendants of O stars and should be less than 10 Myr old. They trace young star clusters within the Galactic Center. Through these stars and young star clusters, we hope to understand the star formation mode and history within the Galactic Center, as well as the properties of evolved massive stars in the high metallicity environment. We first study the Chandra X-ray deep survey of the Arches and Quintuplet clusters, two of the three young massive star clusters within the Galactic Center. The diffuse X-ray emission is used to constrain their initial mass function and we find a deficiency of low-mass stars, which could be explained by an ongoing collision between the clusters and the adjacent molecular clouds. We then perform a systematic search of young massive stars on a large scale within the Galactic Center through our new HST/NICMOS Paschen-alpha survey. We produce mosaic maps of the Paschen-alpha line and continuum emission, giving an unprecedentedly high resolution and high sensitivity panoramic view of stars and photo-ionized gas in the nuclear environment of the Galaxy. Many new HII regions and extended emission regions have been found. Combined with the archived HST snapshot observations and spectroscopic observations, we construct a sample of 180 potentially evolved massive stars. A multi-wavelength study of these stars is conducted. We find that young massive stars have continued to form within the Galactic Center during the last 10 Myr and some of the evolved massive stars may represent star formation in small groups or even in isolation, compared to the three massive star clusters within the Galactic Center