Derivative Financial Instruments (Details Textual) (USD $)	12 Months Ended
	May 27, 2012	May 29, 2011	May 30, 2010
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
Net gain recognized on interest rate swap contracts		23,000,000	8,500,000
Net loss recognized on senior long-term debt		29,700,000	5,100,000
Proceeds from settlement of interest rate swaps	31,500,000
Unamortized amount of debt instruments being hedged	17,700,000
Amounts representing a right to reclaim cash collateral included in prepaid expenses and other current assets	13,200,000	7,800,000
Maximum amount of loss due to the credit risk of the counterparties	44,900,000
Foreign currency options collar contracts [Member]
Derivatives Fair Value [Abstract]
Net notional value of foreign currency derivatives	0	86,400,000
Forward and cross currency swaps contracts [Member]
Derivatives Fair Value [Abstract]
Net notional value of foreign currency derivatives	455,700,000	292,700,000
Open commodity sales contracts [Member]
Derivatives Fair Value [Abstract]
Notional value of open commodity contracts	1,300,000,000	1,200,000,000
Open commodity purchase contracts [Member]
Derivatives Fair Value [Abstract]
Notional value of open commodity contracts	1,900,000,000	1,000,000,000
Cash Flow Hedging [Member]
Derivatives Fair Value [Abstract]
Unrealized loss associated with derivative deferred in accumulated other comprehensive loss	$ 153,900,000