We could literally just pump energy into space and have more than we need left over.

Mars isn’t only colder because it’s further from the sun, it has a very thin atmosphere that largely radiates heat away into space, no thermal retention. The only reason we would need to “Pump” anything is because we’ve effectively wrapped the planet in an invisible thermal blanket that won’t let the heat out. The energy “wants” to flow out of our atmosphere and leave us a snowball. In fact, we were, basically a snowball for a few million years until we learned how to use oxygen to metabolize hydrocarbon fuel.