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Fair Value Measurements Interest Rate Derivatives (Details) - USD ($)			3 Months Ended		9 Months Ended		12 Months Ended
	Jun. 12, 2017	Sep. 13, 2016	Feb. 27, 2021	Feb. 29, 2020	Feb. 27, 2021	Feb. 29, 2020	Aug. 28, 2021	May 30, 2020
Derivative [Line Items]
Unrealized gains (losses) on interest rate swap agreement			$ 6,700,000	$ (6,600,000)	$ 7,800,000	$ (11,900,000)
Other Comprehensive Income (Loss), Reclassification Adjustment from AOCI on Derivatives, before Tax			(1,100,000)	100,000
Gain (Loss) on Cash Flow Hedge Ineffectiveness, Net			0	$ 0	0	0
Accumulated Net Gain (Loss) from Cash Flow Hedges Attributable to Parent [Member]
Derivative [Line Items]
Reclassification from accumulated other comprehensive loss - Other, net					(3,300,000)	$ 100,000
Scenario, Forecast
Derivative [Line Items]
Derivative Instruments, Gain (Loss) Reclassification from Accumulated OCI to Income, Estimated Gross Amount to be Transferred							$ (4,500,000)
Derivative Instruments, Gain (Loss) Reclassification from Accumulated OCI to Income, Estimated Net Amount to be Transferred							$ (3,400,000)
Interest rate swap agreement
Derivative [Line Items]
Derivative Asset, Notional Amount	$ 75,000,000.0	$ 150,000,000.0
Debt conversion rate	2.387%	1.949%
Interest rate swap agreement | Other Liabilities | Quoted Prices with Other Observable Inputs (Level 2) | Fair Value, Measurements, Recurring
Derivative [Line Items]
Interest rate swap agreement - liability			$ 14,700,000		$ 14,700,000			$ 25,000,000.0

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The estimated value of gains (losses), gross anticipated to be transferred in the future from accumulated other comprehensive income into earnings.

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Nominal or face amount used to calculate payments on the derivative asset.

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Fair value as of the balance sheet date of all interest rate derivative liabilities designated as cash flow hedging instruments.

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