\[ y'(x) (a y(x)+b x)+a b x y(x)+y'(x)^2=0 \] ✓ Mathematica : cpu = 0.0070432 (sec), leaf count = 29
\[\left \{\left \{y(x)\to c_1 e^{-a x}\right \},\left \{y(x)\to -\frac {b x^2}{2}+c_1\right \}\right \}\] ✓ Maple : cpu = 0.075 (sec), leaf count = 22
\[ \left \{ y \left ( x \right ) ={\it \_C1}\,{{\rm e}^{-ax}},y \left ( x \right ) =-{\frac {b{x}^{2}}{2}}+{\it \_C1} \right \} \]