Derivative Financial Instruments - Additional Information (Detail) (USD $)	3 Months Ended	12 Months Ended
	Aug. 26, 2012	May 27, 2012
Hedge period for the anticipated consumption of commodity inputs	Up to 36 months
Net notional amount of interest rate derivatives	$ 500,000,000
Proceeds from settlement of interest rate swaps		31,500,000
Unamortized amount of debt instruments being hedged	15,400,000
Amounts representing a right to reclaim cash collateral included in prepaid expenses and other current assets	17,700,000	13,200,000
Maximum amount of loss due to the credit risk of the counterparties	86,100,000
Open commodity purchase contracts
Notional value of open commodity contracts	1,700,000,000	1,900,000,000
Open commodity sales contracts
Notional value of open commodity contracts	1,500,000,000	1,300,000,000
Forward and cross currency swaps contracts
Net notional value of foreign currency derivatives	451,600,000	455,700,000
Cash Flow Hedging
Unrealized loss associated with derivative deferred in accumulated other comprehensive loss	$ 158,400,000