Accumulated change, net of tax, in accumulated gains and losses from derivative instruments designated and qualifying as the effective portion of cash flow hedges. Includes an entity's share of an equity investee's Increase or Decrease in deferred hedging gains or losses.

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Fixed interest rate related to the interest rate derivative.

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The effective portion of loss reclassified from accumulated other comprehensive income into income on derivative instruments designated and qualifying as hedging instruments.

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The date the derivative matures.

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Fair value as of the balance sheet date of interest rate derivative liabilities, which includes all such derivative instruments in hedging and nonhedging relationships that are recognized as liabilities.

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Aggregate notional amount of all interest rate derivatives designated as hedging instruments in fair value hedges. Notional amount refers to the monetary amount specified in the interest rate derivative contract.

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Derivative Instruments and Hedging Activities (Details) (USD $)	12 Months Ended			12 Months Ended
	Aug. 28, 2010	Aug. 27, 2011	Aug. 29, 2009	Aug. 27, 2011 Interest Rate Swap [Member] Interest Expense [Member] Cash Flow Hedging [Member]	Aug. 28, 2010 Interest Rate Swap [Member] Interest Expense [Member] Cash Flow Hedging [Member]	Aug. 28, 2010 Interest Rate Swap [Member] Designated as Hedging Instrument [Member] Derivative Accrued Liabilities [Member]	Aug. 28, 2010 Interest Rate Swap [Member] Designated as Hedging Instrument [Member] Accumulated Other Comprehensive Income (Loss) [Member]
Derivative [Line Items]
Notional amount	$ 100,000,000
Maturity date	Mar. 14, 2011
Fixed interest rate (in hundredths)	3.51%
Derivatives, Fair Value [Line Items]
Fair value recorded						1,600,000
Loss deferred, net of associated tax benefit	(992,000)	0	(2,201,000)				1,000,000
Derivative Instruments, Gain (Loss) [Line Items]
Reclassification of losses from accumulated other comprehensive income into interest expense				$ 1,800,000	$ 3,200,000