Derivative Financial Instruments (Details Textual) (USD $)	3 Months Ended	6 Months Ended
	Nov. 27, 2011	Nov. 27, 2011	May 29, 2011
Derivative Financial Instruments (Textual) [Abstract]
Hedge period for the anticipated consumption of commodity inputs		Up to 36 Months
Net notional amount of interest rate derivatives	$ 500,000,000	$ 500,000,000
Net gain recognized on interest rate swap contracts	1,100,000	23,000,000
Net loss recognized on senior long-term debt	10,400,000	29,700,000
Proceeds from settlement of interest rate swaps		31,500,000
Unamortized amount of debt instruments being hedged	22,100,000	22,100,000
Obligation to return cash collateral	32,000,000	32,000,000
Amounts representing a right to reclaim cash collateral included in prepaid expenses and other current assets			7,800,000
Maximum amount of loss due to the credit risk of the counterparties	85,500,000	85,500,000
Foreign Currency Options Collar Contracts [Member]
Derivatives Fair Value [Abstract]
Net notional value of foreign currency derivatives	23,000,000	23,000,000	86,400,000
Forward and Cross Currency Swaps Contracts [Member]
Derivatives Fair Value [Abstract]
Net notional value of foreign currency derivatives	328,400,000	328,400,000	292,700,000
Open Commodity Sales Contracts [Member]
Derivatives Fair Value [Abstract]
Notional value of open commodity contracts	1,000,000,000	1,000,000,000	1,200,000,000
Open Commodity Purchase Contracts [Member]
Derivatives Fair Value [Abstract]
Notional value of open commodity contracts	1,100,000,000	1,100,000,000	1,000,000,000
Cash Flow Hedging [Member]
Derivatives Fair Value [Abstract]
Unrealized loss associated with derivative deferred in accumulated other comprehensive loss	$ 139,400,000	$ 139,400,000