这个jq如何插入<optgroup></optgroup>

<script>
                            $("#province_id").change(function(){
                            var province_id=$(this).val();
                            $.ajax({
                                url:'http://www.*******.com/get_citys',
                                Type:"POST",
                                data:"province_id="+province_id,
                                dataType:"json",
                                success:function(data){
                                    var city = data.city;
                                    var option=$("<option></option>");
                                    var optgroup=$("<optgroup></optgroup>");
                                    $(option).val("0");
                                    $(option).html("请选择");
                                    var option1=$("<option></option>");
                                    $(option1).val("0");
                                    $(option1).html("请选择");
                                    $("#city_id").html(option);
                                    $("#district_id").html(option1);
                                    for(var i in city){
                                        var optgroup=$("<optgroup></optgroup>");
                                        var option=$("<option></option>");
                                        $(option).val(city[i]['id']);
                                        $(option).html(city[i]['name']);
                                        $("#city_id").append(option);
                                    }
                                }
                                
                            });
                        });
                        </script>现在是正常输入<option>选项一</option>，我想要改成<optgroup><option>选项一</option></optgroup>，应该怎么写？