One of the most interesting astronomical objects is the Galactic Center. We concentrate our discussion on a theoretical analysis of observational data of bright stars in the IR-band obtained with large telescopes. We also discuss the importance of VLBI observations of bright structures which could characterize the shadow at the Galactic Center. There are attempts to describe the Galactic Center with alternative theories of gravity and in this case one can constrain parameters of such theories with observational data for the Galactic Center. In particular, theories of massive gravity are intensively developing and theorists have overcome pathologies presented in initi