Derivative Financial Instruments (Details) (USD $)	1 Months Ended	3 Months Ended	12 Months Ended
	Nov. 30, 2010	Nov. 20, 2010 ForwardStartingSwap	Aug. 27, 2011	Aug. 29, 2009 Year gal
Derivative Financial Instruments (Textuals) [Abstract]
Number of forward starting swaps		3
Senior notes issued during period		$ 500,000,000	$ 500,000,000	$ 500,000,000
Derivative description of terms		The swaps were benchmarked based on the 3-month London InterBank Offered Rate.
Net losses on expired swaps, before tax	(11,700,000)
Ineffective portion recognized of forward starting swaps		0
Period of interest on LIBOR (in months)				3 months
Repayment of entire term loan due December 2009				300,000,000
The notional amount of fuel swap contract (measured in gallons)				2,500,000
The loss on fuel contract in the current fiscal				2,300,000
Interest Rate Swap [Member]
Derivative [Line Items]
Liability associated with the interest rate swap				3,600,000
Derivative instruments loss recognized in income				5,900,000
Term floating rate loan [Member]
Derivative [Line Items]
Amount of term floating rate loan				300,000,000
Fixed rates of the hedges based on LIBOR				4.40%
Forward Starting Swap, One [Member]
Derivative [Line Items]
Notional amount of forward swaps		150,000,000
Fixed rates of the hedges based on LIBOR		3.15%
Forward Starting Swap, Two [Member]
Derivative [Line Items]
Notional amount of forward swaps		150,000,000
Fixed rates of the hedges based on LIBOR		3.13%
Forward Starting Swap, Three [Member]
Derivative [Line Items]
Notional amount of forward swaps		$ 100,000,000
Fixed rates of the hedges based on LIBOR		2.57%