Derivative Financial Instruments - Additional Information (Detail) (USD $)	6 Months Ended	12 Months Ended
	Nov. 25, 2012	May 27, 2011	May 27, 2012
Derivative Financial Instruments [Line Items]
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 swap		31,500,000
Unamortized amount of debt instruments being hedged	13,200,000
Amounts representing a right to reclaim cash collateral included in prepaid expenses and other current assets	800,000		13,200,000
Maximum amount of loss due to the credit risk of the counterparties	54,600,000
Cash Flow Hedging [Member]
Derivative Financial Instruments [Line Items]
Unrealized loss associated with derivatives deferred in accumulated other comprehensive loss	158,900,000
Open commodity purchase contracts [Member]
Derivative Financial Instruments [Line Items]
Notional value of open commodity contracts	1,400,000,000		1,900,000,000
Open commodity sales contracts [Member]
Derivative Financial Instruments [Line Items]
Notional value of open commodity contracts	1,500,000,000		1,300,000,000
Forward and cross currency swap contracts [Member]
Derivative Financial Instruments [Line Items]
Net notional value of foreign currency derivatives	$ 391,100,000		$ 455,700,000