\[ y'(x) (a y(x)+b x)+a b x y(x)+y'(x)^2=0 \] ✓ Mathematica : cpu = 0.0116345 (sec), leaf count = 29
DSolve[a*b*x*y[x] + (b*x + a*y[x])*Derivative[1][y][x] + Derivative[1][y][x]^2 == 0,y[x],x]
\[\left \{\left \{y(x)\to c_1 e^{-a x}\right \},\left \{y(x)\to -\frac {b x^2}{2}+c_1\right \}\right \}\] ✓ Maple : cpu = 0.006 (sec), leaf count = 22
dsolve(diff(y(x),x)^2+(a*y(x)+b*x)*diff(y(x),x)+a*b*x*y(x) = 0,y(x))
\[y \left (x \right ) = c_{1} {\mathrm e}^{-a x}\]