Creating <optgroup> in select fields using simple_form

_some_field.html.haml

 = f.association :cities, :collection => State.all, :as => :grouped_select, 
                 :group_method => :cities, :group_label_method => :name

city.rb

class City < ActiveRecord::Base
  attr_accessible :name
  validates :name, :presence => true

  belongs_to :state
end

state.rb

class State < ActiveRecord::Base
  attr_accesible :name
  validates :name, :presence => true

  has_many :cities, :order => :name #this order will show the cities in alphabetical order inside each optgroup
end