Well we could terraform Mars with greenhouse gases but that won’t be allowed.
The most major problem with Mars is a lack of mass. Unless we take trillions of tons of the rocks and icebergs floating around Saturn and drop them on Mars, it is still going to have too weak of a gravity to trap much of an atmosphere.
I doubt that would work, simply because Mars’ atmosphere is so thin. Kind of hard to trap the heat in if you don’t have enough insulation to go around.
Besides, even if you succeed, you still can’t live on the surface because of the deadly radiation, so what’s the point? Much easier to just climate control the underground bunkers anyone on Mars would be forced to live in.