Teaching management science requires presentation of concepts that are both interdependent and abstract. This teaching brief describes a reoccurring class exercise, the Tile Puzzle, intended to support a conceptual sequence of linear programming formulation, solution methods, and sensitivity analysis. Designed for intermittent use, the Tile Puzzle provides an underlying “hands-on” tangible model threading together a series of critical concepts over several class sessions. The physical materials required to stage this in-class exercise are compact and inexpensive, making the Tile Puzzle both highly portable and feasible for use in the context of very large classes.