Neutral atom arrays have emerged as a versatile platform towards scalable quantum computation and optimization. In this paper we present first demonstrations of weighted graph optimization on a Rydberg atom array using annealing with local light-shifts. We verify the ability to prepare weighted graphs in 1D and 2D arrays, including embedding a five vertex non-unit disk graph using nine physical qubits. We find common annealing ramps leading to preparation of the target ground state robustly over a substantial range of different graph weightings. This work provides a route to exploring large-scale optimization of non-planar weighted graphs relevant for solving relevant real-world problems.