Without an atmosphere, would be hard to start a greenhouse effect on Mars. [1] Carbon dioxide, as well as methane, have been long detected, but you need large amounts of these gases.
There is presently enough carbon dioxide (CO2) as dry ice in the Martian south pole and absorbed by regolith (soil) on Mars that, if sublimated to gas by a climate warming of only a few degrees, would increase the atmospheric pressure to 30 kilopascals (0.30 atm),[26][not in citation given] comparable to the altitude of the peak of Mount Everest, where the atmospheric pressure is 33.7 kilopascals (0.333 atm). Although this would not be breathable by humans, it is above the Armstrong limit and would eliminate the present need for pressure suits
For hundreds of millions of years if not billions. It takes a long time for the solar wind to push that amount of gas away from a place with gravity even in the absence of a magnetic field.
This is a chicken-egg problem: in order to heat Mars you need greenhouse gases in atmosphere; you can only get that gases in atmosphere by heating Mars.
The only situation were this wouldn't be an issue is if the Sun is increasing the activity/power output so that the energy inputs the Mars system from outside. Then Mars would heat and the process would start.
But without active vulcanism or tectonics or mangnetic core, Mars would not heat by itself.
Terraforming by droping bacteria on Mars that would start releasing the gases faster is an option, but only when we are 100% there is absolutely no life on Mars as of now. We don't have yet this proof and therefore this solution is portponed until then.
Would the energy from the impact of a big asteroid be enough to heat up Mars to that point? If so, maybe we could try to change the course of such asteroid to make that happen :)
[1] https://en.wikipedia.org/wiki/Mars#Atmosphere